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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.49% | 101.17 % | 101.67 % | 750'000 | 750'000 | 750'000 | 750'000 | 759'521 CHF | 763'271 CHF | 94.31% | 94.31% |
27.12.2024 | 0.49% | 101.29 % | 101.79 % | 750'000 | 750'000 | 750'000 | 750'000 | 759'970 CHF | 763'720 CHF | 98.40% | 98.40% |
23.12.2024 | 0.50% | 100.72 % | 101.22 % | 750'000 | 750'000 | 750'000 | 750'000 | 755'451 CHF | 759'201 CHF | 100.00% | 100.00% |
20.12.2024 | 0.50% | 100.33 % | 100.83 % | 750'000 | 750'000 | 750'000 | 750'000 | 746'779 CHF | 750'529 CHF | 100.00% | 100.00% |
19.12.2024 | 0.50% | 100.20 % | 100.70 % | 750'000 | 750'000 | 750'000 | 750'000 | 754'136 CHF | 757'886 CHF | 99.81% | 99.81% |
18.12.2024 | 0.49% | 101.43 % | 101.93 % | 750'000 | 750'000 | 750'000 | 749'967 | 761'517 CHF | 765'233 CHF | 96.58% | 96.58% |
17.12.2024 | 0.49% | 101.58 % | 102.08 % | 750'000 | 750'000 | 750'000 | 750'000 | 761'775 CHF | 765'525 CHF | 98.47% | 98.47% |
16.12.2024 | 0.49% | 101.55 % | 102.05 % | 750'000 | 750'000 | 750'000 | 750'000 | 761'327 CHF | 765'077 CHF | 100.00% | 100.00% |
13.12.2024 | 0.49% | 101.47 % | 101.97 % | 750'000 | 750'000 | 750'000 | 750'000 | 762'117 CHF | 765'867 CHF | 100.00% | 100.00% |
12.12.2024 | 0.49% | 101.65 % | 102.15 % | 750'000 | 750'000 | 750'000 | 750'000 | 762'430 CHF | 766'180 CHF | 100.00% | 100.00% |