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 | 1.98% | 94.00 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'988 CHF | 483'488 CHF | 100.00% | 100.00% |
18.12.2024 | 1.94% | 96.80 % | 98.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'593 CHF | 494'093 CHF | 100.00% | 100.00% |
17.12.2024 | 1.94% | 96.70 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 484'371 CHF | 493'871 CHF | 100.00% | 100.00% |
16.12.2024 | 1.93% | 97.70 % | 99.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 486'908 CHF | 496'408 CHF | 100.00% | 100.00% |
13.12.2024 | 1.90% | 98.40 % | 100.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 494'870 CHF | 504'370 CHF | 100.00% | 100.00% |
12.12.2024 | 1.91% | 98.80 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 492'689 CHF | 502'189 CHF | 100.00% | 100.00% |
11.12.2024 | 1.95% | 97.80 % | 99.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 483'574 CHF | 493'074 CHF | 99.69% | 99.69% |
10.12.2024 | 1.93% | 97.00 % | 98.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 487'366 CHF | 496'866 CHF | 99.83% | 99.83% |
09.12.2024 | 1.92% | 96.70 % | 98.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 491'106 CHF | 500'606 CHF | 99.60% | 99.60% |
06.12.2024 | 1.90% | 99.10 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 496'032 CHF | 505'532 CHF | 100.00% | 100.00% |