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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.70% | 99.53 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'728 CHF | 250'478 CHF | 100.00% | 100.00% |
20.12.2024 | 0.71% | 99.19 % | 99.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'831 CHF | 248'581 CHF | 100.00% | 100.00% |
19.12.2024 | 0.70% | 99.14 % | 99.84 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'683 CHF | 250'433 CHF | 99.81% | 99.81% |
18.12.2024 | 0.70% | 99.92 % | 100.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'940 CHF | 251'690 CHF | 96.59% | 96.59% |
17.12.2024 | 0.70% | 100.03 % | 100.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'028 CHF | 251'778 CHF | 98.48% | 98.48% |
16.12.2024 | 0.70% | 100.06 % | 100.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'046 CHF | 251'796 CHF | 100.00% | 100.00% |
13.12.2024 | 0.70% | 99.94 % | 100.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'089 CHF | 251'839 CHF | 100.00% | 100.00% |
12.12.2024 | 0.70% | 100.00 % | 100.70 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'032 CHF | 251'782 CHF | 100.00% | 100.00% |
11.12.2024 | 0.70% | 100.01 % | 100.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'773 CHF | 251'523 CHF | 100.00% | 100.00% |
10.12.2024 | 0.70% | 99.88 % | 100.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'855 CHF | 251'605 CHF | 98.27% | 98.27% |