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 | 1,95% | 97,00 % | 98,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 482 811 CHF | 492 311 CHF | 100,00% | 100,00% |
18/12/2024 | 1,90% | 99,00 % | 100,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 496 196 CHF | 505 696 CHF | 100,00% | 100,00% |
17/12/2024 | 1,88% | 99,50 % | 101,40 % | 500 000 | 500 000 | 500 000 | 500 000 | 501 259 CHF | 510 759 CHF | 100,00% | 100,00% |
16/12/2024 | 1,86% | 101,00 % | 102,90 % | 500 000 | 500 000 | 500 000 | 500 000 | 504 920 CHF | 514 420 CHF | 100,00% | 100,00% |
13/12/2024 | 1,84% | 101,40 % | 103,30 % | 500 000 | 500 000 | 500 000 | 500 000 | 511 280 CHF | 520 780 CHF | 100,00% | 100,00% |
12/12/2024 | 1,85% | 101,60 % | 103,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 720 CHF | 519 220 CHF | 100,00% | 100,00% |
11/12/2024 | 1,85% | 102,20 % | 104,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 509 289 CHF | 518 789 CHF | 99,69% | 99,69% |
10/12/2024 | 1,86% | 101,20 % | 103,10 % | 500 000 | 500 000 | 500 000 | 500 000 | 507 193 CHF | 516 693 CHF | 99,83% | 99,83% |
09/12/2024 | 1,85% | 101,30 % | 103,20 % | 500 000 | 500 000 | 500 000 | 500 000 | 508 700 CHF | 518 200 CHF | 99,59% | 99,59% |
06/12/2024 | 1,86% | 100,60 % | 102,50 % | 500 000 | 500 000 | 500 000 | 500 000 | 505 893 CHF | 515 393 CHF | 100,00% | 100,00% |