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 | 1.00% | 56.41 % | 56.98 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'796 CHF | 143'221 CHF | 100.00% | 100.00% |
18.12.2024 | 1.00% | 57.46 % | 58.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'457 CHF | 145'907 CHF | 100.00% | 100.00% |
17.12.2024 | 1.00% | 57.70 % | 58.28 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'651 CHF | 146'102 CHF | 100.00% | 100.00% |
16.12.2024 | 1.00% | 57.86 % | 58.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'815 CHF | 145'262 CHF | 100.00% | 100.00% |
13.12.2024 | 1.00% | 58.56 % | 59.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'643 CHF | 148'119 CHF | 100.00% | 100.00% |
12.12.2024 | 1.00% | 58.01 % | 58.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'977 CHF | 146'429 CHF | 100.00% | 100.00% |
11.12.2024 | 1.00% | 58.49 % | 59.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'509 CHF | 146'971 CHF | 100.00% | 100.00% |
10.12.2024 | 1.00% | 59.18 % | 59.77 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'457 CHF | 148'933 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 59.23 % | 59.83 % | 250'000 | 250'000 | 250'000 | 250'000 | 146'730 CHF | 148'207 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 58.78 % | 59.37 % | 250'000 | 250'000 | 250'000 | 250'000 | 145'518 CHF | 146'981 CHF | 100.00% | 100.00% |