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 | 0.57% | 87.86 % | 88.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'706 CHF | 441'206 CHF | 99.81% | 99.81% |
18.12.2024 | 0.57% | 87.75 % | 88.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'996 CHF | 441'496 CHF | 96.58% | 96.58% |
17.12.2024 | 0.56% | 88.97 % | 89.47 % | 500'000 | 500'000 | 500'000 | 500'000 | 442'518 CHF | 445'018 CHF | 98.49% | 98.49% |
16.12.2024 | 0.56% | 88.34 % | 88.84 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'619 CHF | 444'119 CHF | 100.00% | 100.00% |
13.12.2024 | 0.56% | 89.00 % | 89.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'766 CHF | 447'266 CHF | 100.00% | 100.00% |
12.12.2024 | 0.56% | 88.84 % | 89.34 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'254 CHF | 446'754 CHF | 100.00% | 100.00% |
11.12.2024 | 0.56% | 88.68 % | 89.18 % | 500'000 | 500'000 | 500'000 | 500'000 | 443'495 CHF | 445'995 CHF | 100.00% | 100.00% |
10.12.2024 | 0.56% | 88.57 % | 89.07 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'098 CHF | 447'598 CHF | 98.27% | 98.27% |
09.12.2024 | 0.56% | 89.55 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'816 CHF | 449'316 CHF | 100.00% | 100.00% |
06.12.2024 | 0.56% | 89.54 % | 90.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'969 CHF | 451'469 CHF | 100.00% | 100.00% |