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% | 97.85 % | 98.65 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'159 CHF | 247'159 CHF | 99.85% | 99.85% |
18.12.2024 | 0.81% | 98.56 % | 99.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'183 CHF | 248'183 CHF | 100.00% | 100.00% |
17.12.2024 | 0.81% | 98.40 % | 99.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'067 CHF | 247'067 CHF | 100.00% | 100.00% |
16.12.2024 | 0.81% | 97.99 % | 98.79 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'833 CHF | 247'833 CHF | 100.00% | 100.00% |
13.12.2024 | 0.80% | 99.83 % | 100.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'724 CHF | 251'724 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 100.05 % | 100.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'169 CHF | 252'173 CHF | 100.00% | 100.00% |
11.12.2024 | 0.80% | 100.02 % | 100.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'685 CHF | 251'685 CHF | 100.00% | 100.00% |
10.12.2024 | 0.80% | 99.43 % | 100.23 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'217 CHF | 251'217 CHF | 100.00% | 100.00% |
09.12.2024 | 0.80% | 99.50 % | 100.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'963 CHF | 250'963 CHF | 100.00% | 100.00% |
06.12.2024 | 0.80% | 99.79 % | 100.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'770 CHF | 250'770 CHF | 100.00% | 100.00% |