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 | 6,04% | 0,15 CHF | 0,16 CHF | 28 960 | 28 960 | 28 649 | 28 649 | 4 711 CHF | 4 998 CHF | 93,33% | 93,33% |
18/12/2024 | 2,65% | 0,35 CHF | 0,36 CHF | 28 080 | 28 080 | 27 729 | 27 729 | 10 433 CHF | 10 710 CHF | 100,00% | 100,00% |
17/12/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 27 860 | 27 860 | 27 539 | 27 539 | 11 908 CHF | 12 183 CHF | 100,00% | 100,00% |
16/12/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 27 610 | 27 610 | 27 207 | 27 207 | 13 050 CHF | 13 322 CHF | 98,60% | 98,60% |
13/12/2024 | 1,98% | 0,48 CHF | 0,49 CHF | 27 490 | 27 490 | 27 109 | 27 109 | 13 691 CHF | 13 962 CHF | 100,00% | 100,00% |
12/12/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 27 220 | 27 220 | 27 020 | 27 020 | 13 311 CHF | 13 582 CHF | 100,00% | 100,00% |
11/12/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 27 330 | 27 330 | 27 081 | 27 081 | 12 362 CHF | 12 633 CHF | 100,00% | 100,00% |
10/12/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 27 460 | 27 460 | 27 075 | 27 075 | 12 172 CHF | 12 443 CHF | 100,00% | 100,00% |
09/12/2024 | 1,75% | 0,53 CHF | 0,54 CHF | 27 000 | 27 000 | 26 581 | 26 581 | 15 185 CHF | 15 451 CHF | 100,00% | 100,00% |
06/12/2024 | 1,70% | 0,56 CHF | 0,57 CHF | 26 850 | 26 850 | 26 494 | 26 494 | 15 622 CHF | 15 887 CHF | 100,00% | 100,00% |