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 | 0,38% | 4,52 CHF | 4,53 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 64 529 CHF | 64 739 CHF | 88,89% | 88,89% |
20/12/2024 | 0,49% | 4,53 CHF | 4,54 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 53 934 CHF | 54 144 CHF | 86,96% | 86,96% |
19/12/2024 | 0,56% | 3,64 CHF | 3,65 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 54 679 CHF | 54 927 CHF | 87,09% | 87,09% |
18/12/2024 | 0,40% | 4,60 CHF | 4,61 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 64 526 CHF | 64 737 CHF | 84,97% | 84,97% |
17/12/2024 | 0,34% | 4,64 CHF | 4,65 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 69 254 CHF | 69 464 CHF | 89,00% | 89,00% |
16/12/2024 | 0,38% | 5,00 CHF | 5,01 CHF | 30 000 | 30 000 | 15 436 | 15 436 | 70 265 CHF | 70 482 CHF | 69,18% | 69,18% |
13/12/2024 | 0,43% | 4,15 CHF | 4,16 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 58 984 CHF | 59 193 CHF | 89,75% | 89,75% |
12/12/2024 | 0,43% | 4,29 CHF | 4,30 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 59 657 CHF | 59 866 CHF | 89,75% | 89,75% |
11/12/2024 | 0,49% | 3,95 CHF | 3,96 CHF | 30 000 | 30 000 | 14 700 | 14 700 | 54 998 CHF | 55 211 CHF | 78,97% | 78,97% |
10/12/2024 | 0,43% | 3,96 CHF | 3,97 CHF | 30 000 | 30 000 | 11 784 | 11 784 | 51 501 CHF | 51 696 CHF | 71,63% | 71,63% |