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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 2.15% | 87.90 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 437'629 CHF | 447'129 CHF | 100.00% | 100.00% |
20.12.2024 | 2.17% | 87.90 % | 89.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 432'930 CHF | 442'430 CHF | 94.32% | 94.32% |
19.12.2024 | 2.17% | 86.00 % | 87.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 433'088 CHF | 442'588 CHF | 100.00% | 100.00% |
18.12.2024 | 2.07% | 89.20 % | 91.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 455'224 CHF | 464'724 CHF | 100.00% | 100.00% |
17.12.2024 | 2.01% | 92.70 % | 94.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'392 CHF | 476'892 CHF | 100.00% | 100.00% |
16.12.2024 | 2.01% | 94.30 % | 96.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 467'300 CHF | 476'800 CHF | 100.00% | 100.00% |
13.12.2024 | 2.00% | 93.20 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 470'157 CHF | 479'657 CHF | 100.00% | 100.00% |
12.12.2024 | 1.97% | 94.50 % | 96.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 478'342 CHF | 487'842 CHF | 100.00% | 100.00% |
11.12.2024 | 1.88% | 98.50 % | 100.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'768 CHF | 511'268 CHF | 99.69% | 99.69% |
10.12.2024 | 1.87% | 101.20 % | 103.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'685 CHF | 513'185 CHF | 99.83% | 99.83% |