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 | 1.00% | 52.93 % | 53.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 129'159 CHF | 130'463 CHF | 99.92% | 99.92% |
19.12.2024 | 1.00% | 52.21 % | 52.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 132'511 CHF | 133'840 CHF | 99.83% | 99.83% |
18.12.2024 | 1.00% | 55.09 % | 55.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 137'818 CHF | 139'201 CHF | 99.98% | 99.98% |
17.12.2024 | 1.00% | 55.31 % | 55.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'127 CHF | 140'527 CHF | 99.94% | 99.94% |
16.12.2024 | 1.00% | 55.01 % | 55.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'930 CHF | 138'306 CHF | 100.00% | 100.00% |
13.12.2024 | 1.00% | 54.89 % | 55.44 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'689 CHF | 141'089 CHF | 100.00% | 100.00% |
12.12.2024 | 1.00% | 55.38 % | 55.94 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'006 CHF | 137'371 CHF | 99.98% | 99.98% |
11.12.2024 | 1.00% | 54.09 % | 54.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 136'587 CHF | 137'957 CHF | 99.97% | 99.97% |
10.12.2024 | 0.99% | 54.95 % | 55.50 % | 250'000 | 250'000 | 250'000 | 250'000 | 139'682 CHF | 141'078 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 56.05 % | 56.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 141'661 CHF | 143'086 CHF | 100.00% | 100.00% |