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 | 0.87% | 91.91 % | 92.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 229'722 CHF | 231'722 CHF | 100.00% | 100.00% |
18.12.2024 | 0.86% | 92.18 % | 92.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'681 CHF | 232'681 CHF | 100.00% | 100.00% |
17.12.2024 | 0.86% | 92.45 % | 93.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'680 CHF | 233'680 CHF | 100.00% | 100.00% |
16.12.2024 | 0.86% | 92.81 % | 93.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 231'886 CHF | 233'886 CHF | 100.00% | 100.00% |
13.12.2024 | 0.86% | 92.93 % | 93.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'236 CHF | 234'236 CHF | 100.00% | 100.00% |
12.12.2024 | 0.86% | 92.92 % | 93.72 % | 250'000 | 250'000 | 250'000 | 250'000 | 232'495 CHF | 234'495 CHF | 100.00% | 100.00% |
11.12.2024 | 0.85% | 93.18 % | 93.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'312 CHF | 235'312 CHF | 100.00% | 100.00% |
10.12.2024 | 0.85% | 93.51 % | 94.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'802 CHF | 235'802 CHF | 100.00% | 100.00% |
09.12.2024 | 0.85% | 93.71 % | 94.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'225 CHF | 236'225 CHF | 100.00% | 100.00% |
06.12.2024 | 0.85% | 93.84 % | 94.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'466 CHF | 236'466 CHF | 100.00% | 100.00% |