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 | 0.75% | 89.10 % | 89.80 % | 100'000 | 100'000 | 99'802 | 99'802 | 89'263 CHF | 89'930 CHF | 91.33% | 91.33% |
18.12.2024 | 0.75% | 90.40 % | 91.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 90'587 CHF | 91'270 CHF | 95.14% | 95.14% |
17.12.2024 | 0.75% | 91.45 % | 92.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'418 CHF | 92'107 CHF | 92.72% | 92.72% |
16.12.2024 | 0.75% | 91.35 % | 92.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 91'238 CHF | 91'926 CHF | 99.25% | 99.25% |
13.12.2024 | 0.75% | 91.80 % | 92.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'361 CHF | 93'058 CHF | 92.80% | 92.80% |
12.12.2024 | 0.75% | 92.30 % | 93.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'616 CHF | 93'316 CHF | 87.84% | 87.84% |
11.12.2024 | 0.75% | 92.80 % | 93.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'174 CHF | 92'871 CHF | 97.69% | 97.69% |
10.12.2024 | 0.75% | 92.50 % | 93.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'941 CHF | 93'641 CHF | 100.00% | 100.00% |
09.12.2024 | 0.75% | 93.45 % | 94.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 93'463 CHF | 94'171 CHF | 96.62% | 96.62% |
06.12.2024 | 0.75% | 93.15 % | 93.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 92'936 CHF | 93'636 CHF | 92.58% | 92.58% |