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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 0.79% | 101.42 % | 102.22 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'929 CHF | 61'414 CHF | 100.00% | 100.00% |
13.12.2024 | 0.79% | 101.56 % | 102.37 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'154 CHF | 61'640 CHF | 100.00% | 100.00% |
12.12.2024 | 0.79% | 101.93 % | 102.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'298 CHF | 61'784 CHF | 100.00% | 100.00% |
11.12.2024 | 0.79% | 101.66 % | 102.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'039 CHF | 61'525 CHF | 100.00% | 100.00% |
10.12.2024 | 0.79% | 102.18 % | 102.99 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'246 CHF | 61'732 CHF | 99.50% | 99.50% |
09.12.2024 | 0.79% | 101.96 % | 102.77 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'478 CHF | 61'964 CHF | 100.00% | 100.00% |
06.12.2024 | 0.79% | 102.66 % | 103.47 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'902 CHF | 62'393 CHF | 99.95% | 99.95% |
05.12.2024 | 0.79% | 103.13 % | 103.95 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'851 CHF | 62'343 CHF | 100.00% | 100.00% |
04.12.2024 | 0.79% | 102.92 % | 103.74 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'456 CHF | 61'942 CHF | 100.00% | 100.00% |
03.12.2024 | 0.79% | 102.33 % | 103.14 % | 60'000 | 60'000 | 60'000 | 60'000 | 61'370 CHF | 61'856 CHF | 100.00% | 100.00% |