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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.12.2024 | 2.17% | 81.40 % | 81.90 % | 500'000 | 500'000 | 148'164 | 148'164 | 114'571 CHF | 115'862 CHF | 95.42% | 95.42% |
19.12.2024 | 2.27% | 75.50 % | 76.00 % | 500'000 | 500'000 | 143'897 | 143'897 | 107'844 CHF | 109'150 CHF | 99.73% | 99.73% |
18.12.2024 | 2.07% | 78.40 % | 78.90 % | 500'000 | 500'000 | 144'781 | 144'781 | 113'079 CHF | 114'359 CHF | 100.00% | 100.00% |
17.12.2024 | 2.06% | 79.30 % | 79.80 % | 500'000 | 500'000 | 144'858 | 144'858 | 114'933 CHF | 116'214 CHF | 100.00% | 100.00% |
16.12.2024 | 2.14% | 77.80 % | 78.30 % | 500'000 | 500'000 | 144'664 | 144'851 | 110'502 CHF | 111'926 CHF | 100.00% | 100.00% |
13.12.2024 | 2.91% | 73.70 % | 74.20 % | 500'000 | 500'000 | 114'903 | 114'903 | 84'582 CHF | 85'316 CHF | 100.00% | 100.00% |
12.12.2024 | 2.23% | 74.00 % | 74.50 % | 500'000 | 500'000 | 144'835 | 144'835 | 105'956 CHF | 107'236 CHF | 100.00% | 100.00% |
11.12.2024 | 2.28% | 70.10 % | 70.60 % | 500'000 | 500'000 | 145'979 | 145'979 | 102'733 CHF | 104'016 CHF | 98.78% | 98.78% |
10.12.2024 | 2.16% | 71.50 % | 72.00 % | 500'000 | 500'000 | 144'821 | 144'821 | 105'594 CHF | 106'874 CHF | 99.92% | 99.92% |
09.12.2024 | 2.29% | 75.60 % | 76.10 % | 500'000 | 500'000 | 145'232 | 145'232 | 108'188 CHF | 109'470 CHF | 99.60% | 99.60% |