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 | 2,02% | 0,38 CHF | 0,43 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 123 188 CHF | 50 275 CHF | 78,95% | 95,99% |
18/12/2024 | 1,05% | 0,89 CHF | 0,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 237 471 CHF | 95 989 CHF | 99,17% | 99,17% |
17/12/2024 | 0,99% | 1,08 CHF | 1,09 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 251 433 CHF | 101 573 CHF | 99,17% | 99,17% |
16/12/2024 | 1,05% | 1,00 CHF | 1,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 237 634 CHF | 96 053 CHF | 99,16% | 99,16% |
13/12/2024 | 0,95% | 0,99 CHF | 1,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 262 727 CHF | 106 091 CHF | 99,20% | 99,20% |
12/12/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 263 305 CHF | 106 322 CHF | 98,25% | 98,25% |
11/12/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 241 669 CHF | 97 668 CHF | 99,17% | 99,17% |
10/12/2024 | 0,97% | 0,96 CHF | 0,97 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 257 767 CHF | 104 107 CHF | 99,17% | 99,17% |
09/12/2024 | 0,85% | 1,13 CHF | 1,14 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 292 604 CHF | 118 042 CHF | 99,16% | 99,16% |
06/12/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 301 166 CHF | 121 466 CHF | 99,16% | 99,16% |