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% | 60.91 % | 61.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'282 CHF | 154'823 CHF | 99.98% | 99.98% |
18.12.2024 | 1.00% | 60.92 % | 61.53 % | 250'000 | 250'000 | 250'000 | 250'000 | 151'471 CHF | 152'995 CHF | 99.99% | 99.99% |
17.12.2024 | 1.00% | 59.89 % | 60.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'598 CHF | 151'098 CHF | 100.00% | 100.00% |
16.12.2024 | 1.00% | 59.47 % | 60.07 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'382 CHF | 150'886 CHF | 99.99% | 99.99% |
13.12.2024 | 1.00% | 61.26 % | 61.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 153'838 CHF | 155'386 CHF | 99.98% | 99.98% |
12.12.2024 | 1.00% | 60.11 % | 60.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 149'632 CHF | 151'132 CHF | 100.00% | 100.00% |
11.12.2024 | 1.00% | 59.51 % | 60.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 148'790 CHF | 150'290 CHF | 99.97% | 99.97% |
10.12.2024 | 1.00% | 59.20 % | 59.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 147'360 CHF | 148'837 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 58.13 % | 58.71 % | 250'000 | 250'000 | 250'000 | 250'000 | 144'751 CHF | 146'203 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 56.97 % | 57.54 % | 250'000 | 250'000 | 250'000 | 250'000 | 143'022 CHF | 144'459 CHF | 99.99% | 99.99% |