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 | 1.18% | 41.63 % | 42.13 % | 250'000 | 250'000 | 250'000 | 250'000 | 105'454 CHF | 106'704 CHF | 99.86% | 99.86% |
18.12.2024 | 1.15% | 43.61 % | 44.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 107'997 CHF | 109'247 CHF | 96.97% | 96.97% |
17.12.2024 | 1.00% | 49.42 % | 49.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 126'744 CHF | 128'017 CHF | 100.00% | 100.00% |
16.12.2024 | 1.00% | 52.03 % | 52.55 % | 250'000 | 250'000 | 250'000 | 250'000 | 127'993 CHF | 129'278 CHF | 100.00% | 100.00% |
13.12.2024 | 1.00% | 52.27 % | 52.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 133'659 CHF | 135'003 CHF | 100.00% | 100.00% |
12.12.2024 | 1.00% | 54.87 % | 55.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 135'743 CHF | 137'104 CHF | 100.00% | 100.00% |
11.12.2024 | 1.00% | 54.12 % | 54.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'364 CHF | 135'713 CHF | 100.00% | 100.00% |
10.12.2024 | 1.00% | 53.27 % | 53.81 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'144 CHF | 135'494 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 53.78 % | 54.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 134'972 CHF | 136'328 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 57.62 % | 58.20 % | 250'000 | 250'000 | 250'000 | 250'000 | 140'931 CHF | 142'349 CHF | 100.00% | 100.00% |