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 | 0.51% | 87.90 % | 88.35 % | 500'000 | 500'000 | 500'000 | 500'000 | 439'417 CHF | 441'667 CHF | 99.38% | 99.38% |
18.12.2024 | 0.51% | 88.15 % | 88.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 441'172 CHF | 443'422 CHF | 99.37% | 99.37% |
17.12.2024 | 0.50% | 89.55 % | 90.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 445'087 CHF | 447'337 CHF | 99.37% | 99.37% |
16.12.2024 | 0.51% | 88.85 % | 89.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 444'181 CHF | 446'431 CHF | 98.60% | 98.60% |
13.12.2024 | 0.50% | 89.60 % | 90.05 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'729 CHF | 449'979 CHF | 99.38% | 99.38% |
12.12.2024 | 0.50% | 89.45 % | 89.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 447'301 CHF | 449'551 CHF | 98.83% | 98.83% |
11.12.2024 | 0.50% | 89.30 % | 89.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'851 CHF | 449'101 CHF | 99.37% | 99.37% |
10.12.2024 | 0.50% | 89.25 % | 89.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'653 CHF | 450'903 CHF | 99.38% | 99.38% |
09.12.2024 | 0.50% | 90.30 % | 90.75 % | 500'000 | 500'000 | 499'911 | 500'000 | 450'451 CHF | 452'781 CHF | 99.37% | 99.37% |
06.12.2024 | 0.50% | 90.30 % | 90.75 % | 500'000 | 500'000 | 500'000 | 500'000 | 453'000 CHF | 455'250 CHF | 99.16% | 99.16% |