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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.49% | 102.80 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'993 CHF | 516'493 CHF | 94.59% | 94.59% |
27.12.2024 | 0.49% | 102.85 % | 103.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'091 CHF | 516'591 CHF | 99.38% | 99.38% |
23.12.2024 | 0.49% | 102.75 % | 103.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'693 CHF | 516'193 CHF | 99.17% | 99.17% |
20.12.2024 | 0.49% | 102.70 % | 103.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'653 CHF | 515'153 CHF | 99.38% | 99.38% |
19.12.2024 | 0.49% | 102.60 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'542 CHF | 516'042 CHF | 99.36% | 99.36% |
18.12.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'324 CHF | 517'824 CHF | 99.38% | 99.38% |
17.12.2024 | 0.48% | 103.05 % | 103.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'604 CHF | 518'104 CHF | 99.38% | 99.38% |
16.12.2024 | 0.48% | 103.15 % | 103.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'777 CHF | 518'277 CHF | 99.37% | 99.37% |
13.12.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'903 CHF | 518'403 CHF | 99.37% | 99.37% |
12.12.2024 | 0.48% | 103.10 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'627 CHF | 518'127 CHF | 99.38% | 99.38% |