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 | 1.13% | 44.84 % | 45.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 109'570 CHF | 110'820 CHF | 100.00% | 100.00% |
19.12.2024 | 1.10% | 44.17 % | 44.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 112'621 CHF | 113'871 CHF | 99.65% | 99.65% |
18.12.2024 | 1.06% | 46.82 % | 47.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 117'111 CHF | 118'361 CHF | 99.97% | 99.97% |
17.12.2024 | 1.05% | 47.21 % | 47.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'582 CHF | 119'832 CHF | 99.98% | 99.98% |
16.12.2024 | 1.07% | 46.90 % | 47.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 116'616 CHF | 117'866 CHF | 100.00% | 100.00% |
13.12.2024 | 1.05% | 46.63 % | 47.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'431 CHF | 119'681 CHF | 100.00% | 100.00% |
12.12.2024 | 1.08% | 46.96 % | 47.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 115'596 CHF | 116'846 CHF | 99.98% | 99.98% |
11.12.2024 | 1.07% | 46.04 % | 46.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 115'856 CHF | 117'106 CHF | 99.98% | 99.98% |
10.12.2024 | 1.05% | 46.69 % | 47.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 118'966 CHF | 120'216 CHF | 100.00% | 100.00% |
09.12.2024 | 1.04% | 47.75 % | 48.25 % | 250'000 | 250'000 | 250'000 | 250'000 | 119'768 CHF | 121'018 CHF | 100.00% | 100.00% |