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 | 0.79% | 100.10 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'832 CHF | 505'832 CHF | 100.00% | 100.00% |
18.12.2024 | 0.79% | 101.30 % | 102.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'982 CHF | 509'982 CHF | 100.00% | 100.00% |
17.12.2024 | 0.79% | 101.20 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'691 CHF | 509'691 CHF | 100.00% | 100.00% |
16.12.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'555 CHF | 508'555 CHF | 100.00% | 100.00% |
13.12.2024 | 0.79% | 101.00 % | 101.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 506'172 CHF | 510'172 CHF | 100.00% | 100.00% |
12.12.2024 | 0.78% | 101.80 % | 102.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'257 CHF | 513'257 CHF | 99.11% | 99.11% |
11.12.2024 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 514'711 CHF | 518'711 CHF | 98.64% | 98.64% |
10.12.2024 | 0.77% | 103.10 % | 103.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'069 CHF | 520'069 CHF | 100.00% | 100.00% |
09.12.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'075 CHF | 516'075 CHF | 99.11% | 99.11% |
06.12.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'738 CHF | 515'738 CHF | 97.20% | 97.20% |