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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 1,66% | 0,59 CHF | 0,60 CHF | 600 000 | 600 000 | 236 720 | 236 720 | 144 006 CHF | 146 377 CHF | 100,00% | 100,00% |
20/12/2024 | 1,38% | 0,65 CHF | 0,66 CHF | 650 000 | 650 000 | 257 072 | 257 072 | 184 387 CHF | 186 962 CHF | 98,27% | 98,27% |
19/12/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 650 000 | 650 000 | 256 825 | 256 825 | 177 970 CHF | 180 542 CHF | 99,90% | 99,90% |
18/12/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 600 000 | 600 000 | 241 627 | 241 627 | 153 384 CHF | 155 806 CHF | 99,92% | 99,92% |
17/12/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 650 000 | 650 000 | 256 884 | 256 884 | 189 748 CHF | 192 321 CHF | 99,77% | 99,77% |
16/12/2024 | 1,56% | 0,69 CHF | 0,70 CHF | 650 000 | 650 000 | 253 147 | 253 147 | 168 165 CHF | 170 702 CHF | 99,61% | 99,61% |
13/12/2024 | 1,81% | 0,66 CHF | 0,67 CHF | 650 000 | 650 000 | 238 230 | 238 230 | 136 971 CHF | 139 363 CHF | 100,00% | 100,00% |
12/12/2024 | 1,80% | 0,59 CHF | 0,60 CHF | 600 000 | 600 000 | 237 215 | 237 215 | 136 146 CHF | 138 525 CHF | 99,93% | 99,93% |
11/12/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 600 000 | 600 000 | 238 052 | 238 052 | 140 075 CHF | 142 466 CHF | 99,63% | 99,63% |
10/12/2024 | 1,83% | 0,57 CHF | 0,58 CHF | 600 000 | 600 000 | 237 120 | 237 120 | 128 992 CHF | 131 367 CHF | 100,00% | 100,00% |