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% | 94,40 % | 96,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 854 CHF | 483 354 CHF | 100,00% | 100,00% |
18/12/2024 | 1,90% | 98,60 % | 100,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 495 776 CHF | 505 276 CHF | 100,00% | 100,00% |
17/12/2024 | 1,87% | 100,00 % | 101,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 955 CHF | 511 455 CHF | 100,00% | 100,00% |
16/12/2024 | 1,85% | 101,20 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 072 CHF | 517 572 CHF | 100,00% | 100,00% |
13/12/2024 | 1,84% | 101,50 % | 103,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 510 358 CHF | 519 858 CHF | 100,00% | 100,00% |
12/12/2024 | 1,85% | 102,20 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 771 CHF | 519 271 CHF | 100,00% | 100,00% |
11/12/2024 | 1,86% | 101,00 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 207 CHF | 514 707 CHF | 99,69% | 99,69% |
10/12/2024 | 1,87% | 100,40 % | 102,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 577 CHF | 514 077 CHF | 99,83% | 99,83% |
09/12/2024 | 1,82% | 102,60 % | 104,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 517 552 CHF | 527 052 CHF | 99,59% | 99,59% |
06/12/2024 | 1,81% | 103,10 % | 105,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 519 123 CHF | 528 623 CHF | 100,00% | 100,00% |