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 | 0.98% | 81.00 % | 81.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 203'000 CHF | 205'000 CHF | 99.86% | 99.86% |
18.12.2024 | 0.96% | 82.43 % | 83.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 207'179 CHF | 209'179 CHF | 100.00% | 100.00% |
17.12.2024 | 0.95% | 83.89 % | 84.69 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'468 CHF | 210'468 CHF | 100.00% | 100.00% |
16.12.2024 | 0.96% | 83.35 % | 84.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'281 CHF | 210'281 CHF | 100.00% | 100.00% |
13.12.2024 | 0.95% | 83.80 % | 84.60 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'373 CHF | 212'373 CHF | 100.00% | 100.00% |
12.12.2024 | 0.94% | 84.30 % | 85.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 211'897 CHF | 213'897 CHF | 100.00% | 100.00% |
11.12.2024 | 0.93% | 85.74 % | 86.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'148 CHF | 215'148 CHF | 100.00% | 100.00% |
10.12.2024 | 0.93% | 85.87 % | 86.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'031 CHF | 217'031 CHF | 100.00% | 100.00% |
09.12.2024 | 0.93% | 86.14 % | 86.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'231 CHF | 216'231 CHF | 100.00% | 100.00% |
06.12.2024 | 0.93% | 85.39 % | 86.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 213'236 CHF | 215'236 CHF | 100.00% | 100.00% |