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 | 1,07% | 93,40 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 466 122 CHF | 471 122 CHF | 94,45% | 94,45% |
19/12/2024 | 0,85% | 93,60 % | 94,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 775 CHF | 473 775 CHF | 99,51% | 99,51% |
18/12/2024 | 0,84% | 94,60 % | 95,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 474 249 CHF | 478 249 CHF | 100,00% | 100,00% |
17/12/2024 | 1,05% | 95,40 % | 96,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 236 CHF | 480 236 CHF | 100,00% | 100,00% |
16/12/2024 | 1,04% | 95,50 % | 96,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 734 CHF | 482 734 CHF | 100,00% | 100,00% |
13/12/2024 | 0,83% | 96,30 % | 97,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 550 CHF | 485 550 CHF | 100,00% | 100,00% |
12/12/2024 | 0,83% | 96,40 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 881 CHF | 485 881 CHF | 100,00% | 100,00% |
11/12/2024 | 1,03% | 96,20 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 577 CHF | 487 577 CHF | 98,58% | 98,58% |
10/12/2024 | 1,04% | 96,20 % | 97,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 480 037 CHF | 485 037 CHF | 100,00% | 100,00% |
09/12/2024 | 0,82% | 97,10 % | 97,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 278 CHF | 488 278 CHF | 99,10% | 99,10% |