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 | 0,47% | 105,59 % | 106,09 % | 500 000 | 500 000 | 500 000 | 500 000 | 526 656 CHF | 529 156 CHF | 100,00% | 100,00% |
19/12/2024 | 0,47% | 105,64 % | 106,14 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 336 CHF | 530 836 CHF | 99,78% | 99,78% |
18/12/2024 | 0,47% | 105,89 % | 106,39 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 982 CHF | 532 482 CHF | 96,59% | 96,59% |
17/12/2024 | 0,47% | 105,77 % | 106,27 % | 500 000 | 500 000 | 500 000 | 500 000 | 529 054 CHF | 531 554 CHF | 98,49% | 98,49% |
16/12/2024 | 0,47% | 106,53 % | 107,03 % | 500 000 | 500 000 | 500 000 | 500 000 | 532 852 CHF | 535 352 CHF | 87,32% | 87,32% |
13/12/2024 | 0,47% | 105,24 % | 105,74 % | 500 000 | 500 000 | 500 000 | 500 000 | 527 349 CHF | 529 849 CHF | 99,99% | 99,99% |
12/12/2024 | 0,47% | 105,83 % | 106,33 % | 500 000 | 500 000 | 500 000 | 500 000 | 528 925 CHF | 531 425 CHF | 100,00% | 100,00% |
11/12/2024 | 0,47% | 105,14 % | 105,64 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 938 CHF | 528 438 CHF | 100,00% | 100,00% |
10/12/2024 | 0,47% | 105,22 % | 105,72 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 990 CHF | 528 490 CHF | 98,26% | 98,26% |
09/12/2024 | 0,47% | 104,98 % | 105,48 % | 500 000 | 500 000 | 500 000 | 500 000 | 525 435 CHF | 527 935 CHF | 100,00% | 100,00% |