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 | 1,98% | 94,00 % | 95,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 988 CHF | 483 488 CHF | 100,00% | 100,00% |
18/12/2024 | 1,94% | 96,80 % | 98,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 593 CHF | 494 093 CHF | 100,00% | 100,00% |
17/12/2024 | 1,94% | 96,70 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 484 371 CHF | 493 871 CHF | 100,00% | 100,00% |
16/12/2024 | 1,93% | 97,70 % | 99,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 908 CHF | 496 408 CHF | 100,00% | 100,00% |
13/12/2024 | 1,90% | 98,40 % | 100,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 494 870 CHF | 504 370 CHF | 100,00% | 100,00% |
12/12/2024 | 1,91% | 98,80 % | 100,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 492 689 CHF | 502 189 CHF | 100,00% | 100,00% |
11/12/2024 | 1,95% | 97,80 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 574 CHF | 493 074 CHF | 99,69% | 99,69% |
10/12/2024 | 1,93% | 97,00 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 366 CHF | 496 866 CHF | 99,83% | 99,83% |
09/12/2024 | 1,92% | 96,70 % | 98,60 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 106 CHF | 500 606 CHF | 99,60% | 99,60% |
06/12/2024 | 1,90% | 99,10 % | 101,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 032 CHF | 505 532 CHF | 100,00% | 100,00% |