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 | 0.51% | 98.40 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'477 CHF | 494'977 CHF | 98.35% | 98.35% |
18.12.2024 | 0.50% | 98.75 % | 99.25 % | 500'000 | 500'000 | 500'000 | 500'000 | 493'817 CHF | 496'317 CHF | 99.17% | 99.17% |
17.12.2024 | - | 98.80 % | 99.30 % | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
16.12.2024 | - | 98.75 % | 99.25 % | 500'000 | 500'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
13.12.2024 | 0.50% | 99.00 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'000 CHF | 497'500 CHF | 0.00% | 0.00% |