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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.12.2024 | 3.48% | 86.79 % | 89.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 208'209 CHF | 215'584 CHF | 99.53% | 99.53% |
19.12.2024 | 3.48% | 83.70 % | 86.66 % | 250'000 | 246'000 | 250'000 | 249'396 | 213'797 CHF | 220'840 CHF | 99.91% | 99.91% |
18.12.2024 | 3.48% | 86.71 % | 89.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'372 CHF | 226'106 CHF | 99.97% | 99.97% |
17.12.2024 | 3.48% | 87.96 % | 91.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 223'519 CHF | 231'436 CHF | 99.93% | 99.93% |
16.12.2024 | 3.48% | 90.18 % | 93.37 % | 250'000 | 235'000 | 250'000 | 237'997 | 224'539 CHF | 221'319 CHF | 99.94% | 99.94% |
13.12.2024 | 3.48% | 87.17 % | 90.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'992 CHF | 226'749 CHF | 100.00% | 100.00% |
12.12.2024 | 3.48% | 87.58 % | 90.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'401 CHF | 226'135 CHF | 99.97% | 99.97% |
11.12.2024 | 3.48% | 86.88 % | 89.96 % | 250'000 | 246'000 | 250'000 | 249'860 | 214'350 CHF | 221'816 CHF | 99.95% | 99.95% |
10.12.2024 | 3.48% | 84.02 % | 87.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'554 CHF | 220'083 CHF | 100.00% | 100.00% |
09.12.2024 | 3.48% | 85.40 % | 88.42 % | 250'000 | 240'000 | 250'000 | 249'786 | 214'822 CHF | 222'241 CHF | 99.99% | 99.99% |