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 | 0.50% | 89.35 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 446'370 CHF | 448'620 CHF | 99.37% | 99.37% |
18.12.2024 | 0.50% | 89.50 % | 89.95 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'353 CHF | 450'603 CHF | 99.37% | 99.37% |
17.12.2024 | 0.50% | 91.00 % | 91.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 452'204 CHF | 454'454 CHF | 99.36% | 99.36% |
16.12.2024 | 0.50% | 90.25 % | 90.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 451'203 CHF | 453'453 CHF | 98.60% | 98.60% |
13.12.2024 | 0.49% | 91.35 % | 91.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'402 CHF | 458'652 CHF | 99.37% | 99.37% |
12.12.2024 | 0.49% | 91.20 % | 91.65 % | 500'000 | 500'000 | 500'000 | 500'000 | 456'063 CHF | 458'313 CHF | 98.83% | 98.83% |
11.12.2024 | 0.49% | 91.05 % | 91.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'516 CHF | 457'766 CHF | 99.36% | 99.36% |
10.12.2024 | 0.49% | 90.95 % | 91.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'447 CHF | 459'697 CHF | 99.38% | 99.38% |
09.12.2024 | 0.49% | 92.10 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'987 CHF | 462'237 CHF | 99.37% | 99.37% |
06.12.2024 | 0.49% | 92.10 % | 92.55 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'951 CHF | 464'201 CHF | 99.16% | 99.16% |