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 | 1.04% | 94.90 % | 95.90 % | 500'000 | 500'000 | 500'000 | 499'982 | 476'086 CHF | 481'068 CHF | 99.52% | 99.52% |
18.12.2024 | 1.03% | 97.00 % | 98.00 % | 500'000 | 500'000 | 500'000 | 499'995 | 484'903 CHF | 489'898 CHF | 100.00% | 100.00% |
17.12.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'697 CHF | 490'697 CHF | 100.00% | 100.00% |
16.12.2024 | 0.83% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'567 CHF | 485'567 CHF | 100.00% | 100.00% |
13.12.2024 | 1.03% | 96.20 % | 97.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'964 CHF | 487'964 CHF | 100.00% | 100.00% |
12.12.2024 | 1.03% | 96.80 % | 97.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'825 CHF | 489'825 CHF | 100.00% | 100.00% |
11.12.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'684 CHF | 487'684 CHF | 98.62% | 98.62% |
10.12.2024 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'357 CHF | 488'357 CHF | 100.00% | 100.00% |
09.12.2024 | 1.03% | 96.90 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'891 CHF | 488'891 CHF | 99.11% | 99.11% |
06.12.2024 | 1.03% | 96.60 % | 97.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 481'131 CHF | 486'131 CHF | 97.20% | 97.20% |