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 | 0,40% | 4,25 CHF | 4,26 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 60 655 CHF | 60 865 CHF | 88,86% | 88,86% |
20/12/2024 | 0,53% | 4,26 CHF | 4,27 CHF | 30 000 | 30 000 | 14 231 | 14 231 | 50 050 CHF | 50 260 CHF | 86,94% | 86,94% |
19/12/2024 | 0,70% | 3,36 CHF | 3,37 CHF | 30 000 | 30 000 | 14 209 | 14 209 | 50 776 CHF | 51 052 CHF | 87,08% | 87,08% |
18/12/2024 | 0,42% | 4,32 CHF | 4,33 CHF | 30 000 | 30 000 | 14 186 | 14 186 | 60 661 CHF | 60 872 CHF | 84,96% | 84,96% |
17/12/2024 | 0,36% | 4,37 CHF | 4,38 CHF | 30 000 | 30 000 | 14 096 | 14 096 | 65 390 CHF | 65 600 CHF | 89,00% | 89,00% |
16/12/2024 | 0,41% | 4,73 CHF | 4,74 CHF | 30 000 | 30 000 | 15 440 | 15 440 | 66 077 CHF | 66 294 CHF | 69,12% | 69,12% |
13/12/2024 | 0,46% | 3,87 CHF | 3,88 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 55 150 CHF | 55 359 CHF | 89,74% | 89,74% |
12/12/2024 | 0,45% | 4,02 CHF | 4,03 CHF | 30 000 | 30 000 | 14 054 | 14 054 | 55 860 CHF | 56 070 CHF | 89,74% | 89,74% |
11/12/2024 | 0,53% | 3,68 CHF | 3,69 CHF | 30 000 | 30 000 | 14 703 | 14 703 | 51 067 CHF | 51 280 CHF | 78,94% | 78,94% |
10/12/2024 | 0,46% | 3,70 CHF | 3,71 CHF | 30 000 | 30 000 | 11 784 | 11 784 | 48 352 CHF | 48 548 CHF | 71,63% | 71,63% |