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 | 0.83% | 96.20 % | 97.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 482'047 CHF | 486'047 CHF | 99.52% | 99.52% |
18.12.2024 | 0.82% | 97.10 % | 97.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'423 CHF | 490'423 CHF | 100.00% | 100.00% |
17.12.2024 | 1.02% | 97.80 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 489'007 CHF | 494'007 CHF | 100.00% | 100.00% |
16.12.2024 | 1.02% | 97.70 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'306 CHF | 493'306 CHF | 100.00% | 100.00% |
13.12.2024 | 0.81% | 98.00 % | 98.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'403 CHF | 495'403 CHF | 100.00% | 100.00% |
12.12.2024 | 0.80% | 99.70 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'131 CHF | 503'131 CHF | 100.00% | 100.00% |
11.12.2024 | 1.00% | 99.60 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'455 CHF | 501'455 CHF | 98.63% | 98.63% |
10.12.2024 | 1.00% | 99.40 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 498'197 CHF | 503'197 CHF | 100.00% | 100.00% |
09.12.2024 | 0.80% | 100.00 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'921 CHF | 503'921 CHF | 99.11% | 99.11% |
06.12.2024 | 0.80% | 99.90 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'204 CHF | 503'204 CHF | 97.20% | 97.20% |