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 | 0.55% | 90.08 % | 90.58 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'727 CHF | 452'227 CHF | 99.81% | 99.81% |
18.12.2024 | 0.55% | 90.01 % | 90.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'344 CHF | 452'844 CHF | 96.58% | 96.58% |
17.12.2024 | 0.55% | 91.66 % | 92.16 % | 500'000 | 500'000 | 500'000 | 499'993 | 455'631 CHF | 458'124 CHF | 98.49% | 98.49% |
16.12.2024 | 0.55% | 90.86 % | 91.36 % | 500'000 | 500'000 | 500'000 | 500'000 | 454'247 CHF | 456'747 CHF | 100.00% | 100.00% |
13.12.2024 | 0.54% | 91.82 % | 92.32 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'626 CHF | 461'126 CHF | 100.00% | 100.00% |
12.12.2024 | 0.54% | 91.54 % | 92.04 % | 500'000 | 500'000 | 500'000 | 500'000 | 458'074 CHF | 460'574 CHF | 100.00% | 100.00% |
11.12.2024 | 0.55% | 91.52 % | 92.02 % | 500'000 | 500'000 | 500'000 | 499'999 | 457'409 CHF | 459'908 CHF | 100.00% | 100.00% |
10.12.2024 | 0.54% | 91.32 % | 91.82 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'301 CHF | 461'801 CHF | 98.27% | 98.27% |
09.12.2024 | 0.54% | 92.48 % | 92.98 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'167 CHF | 463'667 CHF | 100.00% | 100.00% |
06.12.2024 | 0.54% | 92.34 % | 92.84 % | 500'000 | 500'000 | 500'000 | 499'996 | 463'440 CHF | 465'937 CHF | 100.00% | 100.00% |