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% | 71.36 % | 72.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 179'512 CHF | 181'315 CHF | 99.95% | 99.95% |
18.12.2024 | 1.00% | 71.30 % | 72.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 177'199 CHF | 178'979 CHF | 99.99% | 99.99% |
17.12.2024 | 1.00% | 70.03 % | 70.73 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'003 CHF | 176'760 CHF | 100.00% | 100.00% |
16.12.2024 | 1.00% | 69.59 % | 70.29 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'907 CHF | 176'665 CHF | 100.00% | 100.00% |
13.12.2024 | 1.00% | 71.95 % | 72.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 180'627 CHF | 182'440 CHF | 99.99% | 99.99% |
12.12.2024 | 1.00% | 70.45 % | 71.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 175'407 CHF | 177'173 CHF | 100.00% | 100.00% |
11.12.2024 | 1.00% | 69.73 % | 70.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 174'327 CHF | 176'077 CHF | 99.94% | 99.94% |
10.12.2024 | 1.00% | 69.39 % | 70.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 172'669 CHF | 174'403 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 67.99 % | 68.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 169'352 CHF | 171'053 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 66.59 % | 67.26 % | 250'000 | 250'000 | 250'000 | 250'000 | 167'171 CHF | 168'850 CHF | 100.00% | 100.00% |