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 | 0.48% | 83.55 % | 83.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 417'513 CHF | 419'513 CHF | 99.37% | 99.37% |
18.12.2024 | 0.48% | 83.70 % | 84.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'696 CHF | 420'696 CHF | 99.36% | 99.36% |
17.12.2024 | 0.48% | 84.90 % | 85.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'279 CHF | 424'320 CHF | 99.36% | 99.36% |
16.12.2024 | 0.47% | 84.30 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'434 CHF | 423'434 CHF | 98.60% | 98.60% |
13.12.2024 | 0.53% | 84.95 % | 85.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 424'607 CHF | 426'846 CHF | 99.37% | 99.37% |
12.12.2024 | 0.50% | 84.85 % | 85.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'862 CHF | 426'006 CHF | 98.83% | 98.83% |
11.12.2024 | 0.50% | 84.75 % | 85.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 423'666 CHF | 425'796 CHF | 99.37% | 99.37% |
10.12.2024 | 0.51% | 84.65 % | 85.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 425'499 CHF | 427'694 CHF | 99.38% | 99.38% |
09.12.2024 | 0.53% | 85.65 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 427'185 CHF | 429'435 CHF | 99.37% | 99.37% |
06.12.2024 | 0.52% | 85.65 % | 86.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 429'602 CHF | 431'852 CHF | 99.16% | 99.16% |