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% | 94.40 % | 96.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'854 CHF | 483'354 CHF | 100.00% | 100.00% |
18.12.2024 | 1.90% | 98.60 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'776 CHF | 505'276 CHF | 100.00% | 100.00% |
17.12.2024 | 1.87% | 100.00 % | 101.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'955 CHF | 511'455 CHF | 100.00% | 100.00% |
16.12.2024 | 1.85% | 101.20 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'072 CHF | 517'572 CHF | 100.00% | 100.00% |
13.12.2024 | 1.84% | 101.50 % | 103.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'358 CHF | 519'858 CHF | 100.00% | 100.00% |
12.12.2024 | 1.85% | 102.20 % | 104.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 509'771 CHF | 519'271 CHF | 100.00% | 100.00% |
11.12.2024 | 1.86% | 101.00 % | 102.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 505'207 CHF | 514'707 CHF | 99.69% | 99.69% |
10.12.2024 | 1.87% | 100.40 % | 102.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 504'577 CHF | 514'077 CHF | 99.83% | 99.83% |
09.12.2024 | 1.82% | 102.60 % | 104.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'552 CHF | 527'052 CHF | 99.59% | 99.59% |
06.12.2024 | 1.81% | 103.10 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'123 CHF | 528'623 CHF | 100.00% | 100.00% |