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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.75% | 85.55 % | 86.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'776 CHF | 86'422 CHF | 99.97% | 99.97% |
27.12.2024 | 0.75% | 85.65 % | 86.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'356 CHF | 86'003 CHF | 89.57% | 89.57% |
23.12.2024 | 0.75% | 84.80 % | 85.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'712 CHF | 85'351 CHF | 97.31% | 97.31% |
20.12.2024 | 0.75% | 84.40 % | 85.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'063 CHF | 84'695 CHF | 91.45% | 91.45% |
19.12.2024 | 0.75% | 84.85 % | 85.50 % | 100'000 | 100'000 | 99'811 | 99'811 | 84'561 CHF | 85'199 CHF | 90.54% | 90.54% |
18.12.2024 | 0.75% | 84.85 % | 85.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 84'916 CHF | 85'558 CHF | 93.57% | 93.57% |
17.12.2024 | 0.75% | 86.40 % | 87.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'816 CHF | 86'463 CHF | 96.04% | 96.04% |
16.12.2024 | 0.75% | 85.60 % | 86.25 % | 100'000 | 100'000 | 100'000 | 100'000 | 85'588 CHF | 86'228 CHF | 98.87% | 98.87% |
13.12.2024 | 0.75% | 86.45 % | 87.10 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'345 CHF | 86'995 CHF | 99.79% | 99.79% |
12.12.2024 | 0.75% | 86.20 % | 86.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 86'144 CHF | 86'793 CHF | 63.82% | 63.82% |