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 | 0.49% | 84.75 % | 85.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'394 CHF | 425'486 CHF | 99.37% | 99.37% |
18.12.2024 | 0.52% | 84.85 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'894 CHF | 427'089 CHF | 99.37% | 99.37% |
17.12.2024 | 0.52% | 86.10 % | 86.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 428'131 CHF | 430'381 CHF | 99.37% | 99.37% |
16.12.2024 | 0.53% | 85.45 % | 85.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'282 CHF | 429'532 CHF | 98.60% | 98.60% |
13.12.2024 | 0.52% | 86.15 % | 86.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'559 CHF | 432'809 CHF | 99.37% | 99.37% |
12.12.2024 | 0.52% | 86.00 % | 86.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 430'201 CHF | 432'451 CHF | 98.83% | 98.83% |
11.12.2024 | 0.52% | 85.90 % | 86.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'558 CHF | 431'808 CHF | 99.36% | 99.36% |
10.12.2024 | 0.52% | 85.95 % | 86.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'601 CHF | 434'851 CHF | 99.38% | 99.38% |
09.12.2024 | 0.52% | 87.20 % | 87.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 434'832 CHF | 437'082 CHF | 99.37% | 99.37% |
06.12.2024 | 0.51% | 87.25 % | 87.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'917 CHF | 440'167 CHF | 99.16% | 99.16% |