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 | 0.82% | 96.60 % | 97.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'957 CHF | 488'957 CHF | 99.52% | 99.52% |
18.12.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'800 CHF | 492'800 CHF | 97.14% | 97.14% |
17.12.2024 | 0.82% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'903 CHF | 490'903 CHF | 94.38% | 94.38% |
16.12.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'756 CHF | 490'756 CHF | 95.97% | 95.97% |
13.12.2024 | 0.81% | 97.70 % | 98.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'057 CHF | 494'057 CHF | 97.42% | 97.42% |
12.12.2024 | 0.81% | 98.30 % | 99.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'704 CHF | 494'704 CHF | 100.00% | 100.00% |
11.12.2024 | 0.81% | 97.90 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'880 CHF | 492'880 CHF | 99.34% | 99.34% |
10.12.2024 | 0.82% | 97.30 % | 98.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'421 CHF | 492'421 CHF | 100.00% | 100.00% |
09.12.2024 | 0.82% | 97.50 % | 98.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'886 CHF | 491'886 CHF | 99.11% | 99.11% |
06.12.2024 | 0.81% | 98.40 % | 99.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'898 CHF | 494'898 CHF | 97.21% | 97.21% |