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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.41% | 97.00 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'852 CHF | 486'852 CHF | 100.00% | 100.00% |
20.12.2024 | 0.42% | 96.70 % | 97.10 % | 500'000 | 500'000 | 498'576 | 498'576 | 480'112 CHF | 482'109 CHF | 98.56% | 98.56% |
19.12.2024 | 0.41% | 96.70 % | 97.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'234 CHF | 486'234 CHF | 100.00% | 100.00% |
18.12.2024 | 0.41% | 97.70 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'782 CHF | 490'782 CHF | 99.12% | 99.12% |
17.12.2024 | 0.41% | 98.00 % | 98.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'401 CHF | 491'401 CHF | 100.00% | 100.00% |
16.12.2024 | 0.41% | 97.90 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'330 CHF | 491'330 CHF | 100.00% | 100.00% |
13.12.2024 | 0.41% | 97.80 % | 98.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'507 CHF | 491'507 CHF | 100.00% | 100.00% |
12.12.2024 | 0.45% | 98.00 % | 98.40 % | 500'000 | 500'000 | 481'236 | 481'236 | 471'528 CHF | 473'475 CHF | 96.95% | 96.95% |
11.12.2024 | 0.41% | 97.70 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'708 CHF | 490'708 CHF | 99.43% | 99.43% |
10.12.2024 | 0.41% | 97.70 % | 98.10 % | 500'000 | 500'000 | 499'636 | 499'636 | 488'873 CHF | 490'872 CHF | 100.00% | 100.00% |