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 | 1.41% | 34.83 % | 35.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 88'051 CHF | 89'301 CHF | 95.14% | 95.14% |
18.12.2024 | 1.38% | 36.38 % | 36.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 90'104 CHF | 91'354 CHF | 97.60% | 97.60% |
17.12.2024 | 1.18% | 41.18 % | 41.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 105'561 CHF | 106'811 CHF | 100.00% | 100.00% |
16.12.2024 | 1.17% | 43.14 % | 43.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 106'361 CHF | 107'611 CHF | 100.00% | 100.00% |
13.12.2024 | 1.12% | 43.53 % | 44.03 % | 250'000 | 250'000 | 250'000 | 250'000 | 111'389 CHF | 112'639 CHF | 99.99% | 99.99% |
12.12.2024 | 1.10% | 45.89 % | 46.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 113'364 CHF | 114'614 CHF | 99.99% | 99.99% |
11.12.2024 | 1.11% | 45.16 % | 45.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 111'960 CHF | 113'210 CHF | 100.00% | 100.00% |
10.12.2024 | 1.11% | 44.46 % | 44.96 % | 250'000 | 250'000 | 250'000 | 250'000 | 111'998 CHF | 113'248 CHF | 100.00% | 100.00% |
09.12.2024 | 1.10% | 44.86 % | 45.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 112'599 CHF | 113'849 CHF | 99.98% | 99.98% |
06.12.2024 | 1.06% | 48.16 % | 48.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 117'713 CHF | 118'963 CHF | 98.99% | 98.99% |