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% | 65.85 % | 66.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 165'539 CHF | 167'206 CHF | 100.00% | 100.00% |
18.12.2024 | 1.00% | 67.11 % | 67.78 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'755 CHF | 170'453 CHF | 100.00% | 100.00% |
17.12.2024 | 1.00% | 67.45 % | 68.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'177 CHF | 170'877 CHF | 100.00% | 100.00% |
16.12.2024 | 1.00% | 67.77 % | 68.45 % | 250'000 | 250'000 | 250'000 | 250'000 | 168'302 CHF | 169'995 CHF | 100.00% | 100.00% |
13.12.2024 | 1.00% | 68.41 % | 69.10 % | 250'000 | 250'000 | 250'000 | 250'000 | 171'389 CHF | 173'116 CHF | 100.00% | 100.00% |
12.12.2024 | 1.00% | 68.14 % | 68.82 % | 250'000 | 250'000 | 250'000 | 250'000 | 170'288 CHF | 171'999 CHF | 99.84% | 99.84% |
11.12.2024 | 1.00% | 68.56 % | 69.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 170'513 CHF | 172'225 CHF | 100.00% | 100.00% |
10.12.2024 | 1.00% | 69.25 % | 69.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'531 CHF | 174'264 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 69.19 % | 69.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 171'357 CHF | 173'083 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 68.65 % | 69.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'896 CHF | 171'605 CHF | 99.99% | 99.99% |