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 | 2,03% | 92,60 % | 94,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 464 364 CHF | 473 864 CHF | 100,00% | 100,00% |
18/12/2024 | 1,96% | 95,60 % | 97,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 479 950 CHF | 489 450 CHF | 100,00% | 100,00% |
17/12/2024 | 1,94% | 96,60 % | 98,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 948 CHF | 493 448 CHF | 100,00% | 100,00% |
16/12/2024 | 1,94% | 97,10 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 485 019 CHF | 494 519 CHF | 100,00% | 100,00% |
13/12/2024 | 1,93% | 97,40 % | 99,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 487 076 CHF | 496 576 CHF | 100,00% | 100,00% |
12/12/2024 | 1,95% | 96,20 % | 98,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 481 736 CHF | 491 236 CHF | 100,00% | 100,00% |
11/12/2024 | 1,95% | 96,30 % | 98,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 483 357 CHF | 492 857 CHF | 99,69% | 99,69% |
10/12/2024 | 1,93% | 97,10 % | 99,00 % | 500 000 | 500 000 | 500 000 | 500 000 | 486 388 CHF | 495 888 CHF | 99,83% | 99,83% |
09/12/2024 | 1,91% | 97,80 % | 99,70 % | 500 000 | 500 000 | 500 000 | 500 000 | 491 421 CHF | 500 921 CHF | 99,60% | 99,60% |
06/12/2024 | 1,89% | 99,20 % | 101,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 497 810 CHF | 507 310 CHF | 100,00% | 100,00% |