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 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'415 CHF | 494'415 CHF | 100.00% | 100.00% |
18.12.2024 | 0.80% | 99.30 % | 100.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'935 CHF | 499'935 CHF | 100.00% | 100.00% |
17.12.2024 | 0.80% | 99.20 % | 100.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'796 CHF | 499'796 CHF | 100.00% | 100.00% |
16.12.2024 | 0.81% | 98.60 % | 99.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'541 CHF | 496'541 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 98.80 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'918 CHF | 498'918 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 99.50 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 497'894 CHF | 501'894 CHF | 100.00% | 100.00% |
11.12.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'387 CHF | 495'387 CHF | 99.49% | 99.49% |
10.12.2024 | 0.81% | 97.80 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'985 CHF | 493'985 CHF | 100.00% | 100.00% |
09.12.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 485'792 CHF | 489'792 CHF | 99.15% | 99.15% |
06.12.2024 | 0.83% | 96.80 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'371 CHF | 485'371 CHF | 97.31% | 97.31% |