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 | 0.33% | 92.20 % | 92.51 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'647 CHF | 464'196 CHF | 99.51% | 99.51% |
18.12.2024 | 0.33% | 94.10 % | 94.41 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'110 CHF | 473'660 CHF | 100.00% | 100.00% |
17.12.2024 | 0.32% | 95.70 % | 96.01 % | 500'000 | 500'000 | 500'000 | 499'591 | 479'792 CHF | 480'949 CHF | 99.83% | 99.83% |
16.12.2024 | 0.32% | 95.90 % | 96.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'858 CHF | 479'408 CHF | 100.00% | 100.00% |
13.12.2024 | 0.32% | 96.30 % | 96.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'885 CHF | 485'435 CHF | 100.00% | 100.00% |
12.12.2024 | 0.32% | 96.90 % | 97.21 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'953 CHF | 487'502 CHF | 100.00% | 100.00% |
11.12.2024 | 0.32% | 97.30 % | 97.61 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'485 CHF | 485'035 CHF | 98.61% | 98.61% |
10.12.2024 | 0.32% | 96.80 % | 97.11 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'140 CHF | 486'690 CHF | 99.92% | 99.92% |
09.12.2024 | 0.32% | 97.50 % | 97.81 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'596 CHF | 489'146 CHF | 99.59% | 99.59% |
06.12.2024 | 0.32% | 97.00 % | 97.31 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'759 CHF | 486'309 CHF | 100.00% | 100.00% |