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 | 0.78% | 95.85 % | 96.60 % | 500'000 | 500'000 | 500'000 | 499'994 | 481'949 CHF | 485'693 CHF | 100.00% | 100.00% |
27.12.2024 | 0.77% | 96.60 % | 97.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'381 CHF | 488'131 CHF | 100.00% | 100.00% |
23.12.2024 | 0.78% | 95.25 % | 96.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 477'955 CHF | 481'705 CHF | 95.22% | 95.22% |
20.12.2024 | 0.79% | 95.40 % | 96.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'599 CHF | 477'349 CHF | 100.00% | 100.00% |
19.12.2024 | 0.78% | 95.70 % | 96.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 480'089 CHF | 483'839 CHF | 100.00% | 100.00% |
18.12.2024 | 0.76% | 98.00 % | 98.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'619 CHF | 494'369 CHF | 100.00% | 100.00% |
17.12.2024 | 0.76% | 98.35 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'095 CHF | 495'845 CHF | 100.00% | 100.00% |
16.12.2024 | 0.75% | 98.90 % | 99.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'767 CHF | 500'517 CHF | 100.00% | 100.00% |
13.12.2024 | 0.75% | 99.30 % | 100.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'618 CHF | 500'368 CHF | 100.00% | 100.00% |
12.12.2024 | 0.75% | 99.55 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'313 CHF | 502'063 CHF | 100.00% | 100.00% |