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 | 1,30% | 0,67 CHF | 0,68 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 115 422 CHF | 116 922 CHF | 100,00% | 100,00% |
18/12/2024 | 0,80% | 1,18 CHF | 1,19 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 186 235 CHF | 187 735 CHF | 97,38% | 97,38% |
17/12/2024 | 0,77% | 1,37 CHF | 1,38 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 195 154 CHF | 196 654 CHF | 100,00% | 100,00% |
16/12/2024 | 0,80% | 1,30 CHF | 1,31 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 186 689 CHF | 188 189 CHF | 100,00% | 100,00% |
13/12/2024 | 0,74% | 1,28 CHF | 1,29 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 201 891 CHF | 203 391 CHF | 100,00% | 100,00% |
12/12/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 201 610 CHF | 203 110 CHF | 94,19% | 94,19% |
11/12/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 189 343 CHF | 190 843 CHF | 99,74% | 99,74% |
10/12/2024 | 0,75% | 1,25 CHF | 1,26 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 198 914 CHF | 200 414 CHF | 100,00% | 100,00% |
09/12/2024 | 0,68% | 1,43 CHF | 1,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 219 875 CHF | 221 375 CHF | 100,00% | 100,00% |
06/12/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 225 078 CHF | 226 578 CHF | 99,57% | 99,57% |