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% | 91.30 % | 91.95 % | 100'000 | 100'000 | 99'803 | 99'803 | 91'417 CHF | 92'109 CHF | 91.56% | 91.56% |
18.12.2024 | 0.75% | 92.65 % | 93.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'842 CHF | 93'542 CHF | 95.61% | 95.61% |
17.12.2024 | 0.75% | 93.70 % | 94.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'686 CHF | 94'391 CHF | 92.72% | 92.72% |
16.12.2024 | 0.75% | 93.60 % | 94.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'517 CHF | 94'225 CHF | 99.35% | 99.35% |
13.12.2024 | 0.75% | 94.15 % | 94.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'698 CHF | 95'410 CHF | 92.80% | 92.80% |
12.12.2024 | 0.75% | 94.50 % | 95.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'763 CHF | 95'479 CHF | 83.35% | 83.35% |
11.12.2024 | 0.75% | 94.95 % | 95.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'340 CHF | 95'052 CHF | 97.92% | 97.92% |
10.12.2024 | 0.75% | 94.65 % | 95.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'104 CHF | 95'821 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 95.60 % | 96.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'638 CHF | 96'362 CHF | 96.62% | 96.62% |
06.12.2024 | 0.75% | 95.30 % | 96.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'096 CHF | 95'814 CHF | 92.58% | 92.58% |