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 | 0,83% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 739 CHF | 486 739 CHF | 94,46% | 94,46% |
19/12/2024 | 0,82% | 96,90 % | 97,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 456 CHF | 487 456 CHF | 100,00% | 100,00% |
18/12/2024 | 1,02% | 97,10 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 566 CHF | 491 566 CHF | 100,00% | 100,00% |
17/12/2024 | 1,02% | 97,60 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 488 064 CHF | 493 064 CHF | 100,00% | 100,00% |
16/12/2024 | 0,81% | 98,40 % | 99,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 829 CHF | 495 829 CHF | 99,93% | 99,93% |
13/12/2024 | 0,81% | 98,60 % | 99,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 493 228 CHF | 497 228 CHF | 100,00% | 100,00% |
12/12/2024 | 1,01% | 98,50 % | 99,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 893 CHF | 497 893 CHF | 100,00% | 100,00% |
11/12/2024 | 1,01% | 98,60 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 068 CHF | 499 068 CHF | 99,68% | 99,68% |
10/12/2024 | 0,81% | 98,90 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 495 CHF | 498 495 CHF | 100,00% | 100,00% |
09/12/2024 | 0,80% | 99,10 % | 99,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 949 CHF | 499 949 CHF | 99,15% | 99,15% |