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 | 0.48% | 84.00 % | 84.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 422'537 CHF | 424'573 CHF | 99.38% | 99.38% |
18.12.2024 | 0.52% | 86.15 % | 86.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'764 CHF | 435'014 CHF | 99.37% | 99.37% |
17.12.2024 | 0.51% | 87.65 % | 88.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 438'017 CHF | 440'267 CHF | 99.37% | 99.37% |
16.12.2024 | 0.51% | 87.60 % | 88.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'143 CHF | 439'393 CHF | 98.59% | 98.59% |
13.12.2024 | 0.50% | 88.20 % | 88.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'958 CHF | 447'208 CHF | 99.37% | 99.37% |
12.12.2024 | 0.50% | 89.15 % | 89.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'508 CHF | 449'758 CHF | 98.83% | 98.83% |
11.12.2024 | 0.50% | 89.85 % | 90.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'345 CHF | 447'595 CHF | 99.36% | 99.36% |
10.12.2024 | 0.50% | 89.45 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 450'132 CHF | 452'382 CHF | 99.38% | 99.38% |
09.12.2024 | 0.49% | 90.75 % | 91.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'823 CHF | 456'073 CHF | 99.37% | 99.37% |
06.12.2024 | 0.50% | 90.20 % | 90.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 449'590 CHF | 451'840 CHF | 99.16% | 99.16% |