Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 0.75% | 93.70 % | 94.40 % | 100'000 | 100'000 | 99'803 | 99'803 | 93'780 CHF | 94'489 CHF | 91.38% | 91.38% |
18.12.2024 | 0.75% | 94.85 % | 95.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'997 CHF | 95'711 CHF | 95.22% | 95.22% |
17.12.2024 | 0.75% | 95.75 % | 96.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'720 CHF | 96'439 CHF | 92.73% | 92.73% |
16.12.2024 | 0.74% | 95.65 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'542 CHF | 96'251 CHF | 99.32% | 99.32% |
13.12.2024 | 0.75% | 96.10 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'560 CHF | 97'289 CHF | 92.80% | 92.80% |
12.12.2024 | 0.75% | 96.40 % | 97.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'701 CHF | 97'431 CHF | 87.88% | 87.88% |
11.12.2024 | 0.75% | 96.85 % | 97.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'289 CHF | 97'017 CHF | 97.75% | 97.75% |
10.12.2024 | 0.75% | 96.55 % | 97.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'960 CHF | 97'692 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 97.40 % | 98.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'425 CHF | 98'157 CHF | 96.62% | 96.62% |
06.12.2024 | 0.75% | 97.15 % | 97.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'981 CHF | 97'713 CHF | 92.58% | 92.58% |