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 | 0.70% | 100.08 % | 100.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'209 CHF | 251'959 CHF | 99.81% | 99.81% |
18.12.2024 | 0.69% | 100.54 % | 101.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'416 CHF | 253'166 CHF | 96.58% | 96.58% |
17.12.2024 | 0.69% | 100.59 % | 101.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'425 CHF | 253'175 CHF | 98.48% | 98.48% |
16.12.2024 | 0.69% | 100.49 % | 101.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'201 CHF | 252'951 CHF | 100.00% | 100.00% |
13.12.2024 | 0.69% | 100.40 % | 101.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'109 CHF | 252'859 CHF | 100.00% | 100.00% |
12.12.2024 | 0.69% | 100.53 % | 101.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 251'095 CHF | 252'845 CHF | 100.00% | 100.00% |
11.12.2024 | 0.70% | 100.43 % | 101.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'841 CHF | 252'591 CHF | 100.00% | 100.00% |
10.12.2024 | 0.70% | 100.34 % | 101.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'768 CHF | 252'518 CHF | 98.27% | 98.27% |
09.12.2024 | 0.70% | 100.41 % | 101.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'882 CHF | 252'632 CHF | 100.00% | 100.00% |
06.12.2024 | 0.70% | 100.30 % | 101.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'618 CHF | 252'368 CHF | 100.00% | 100.00% |