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 | 0,74% | 2,21 CHF | 2,22 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 31 993 CHF | 32 203 CHF | 88,89% | 88,89% |
20/12/2024 | 1,41% | 2,23 CHF | 2,24 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 21 247 CHF | 21 457 CHF | 86,96% | 86,96% |
19/12/2024 | 1,39% | 1,33 CHF | 1,34 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 21 958 CHF | 22 206 CHF | 87,09% | 87,09% |
18/12/2024 | 0,81% | 2,30 CHF | 2,31 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 31 995 CHF | 32 206 CHF | 84,97% | 84,97% |
17/12/2024 | 0,62% | 2,35 CHF | 2,36 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 36 862 CHF | 37 072 CHF | 89,00% | 89,00% |
16/12/2024 | 0,80% | 2,71 CHF | 2,72 CHF | 30 000 | 30 000 | 15 436 | 15 436 | 34 893 CHF | 35 110 CHF | 69,18% | 69,18% |
13/12/2024 | 0,97% | 1,86 CHF | 1,87 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 26 782 CHF | 26 991 CHF | 89,75% | 89,75% |
12/12/2024 | 0,94% | 2,01 CHF | 2,02 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 27 671 CHF | 27 881 CHF | 89,75% | 89,75% |
11/12/2024 | 1,38% | 1,69 CHF | 1,70 CHF | 30 000 | 30 000 | 14 700 | 14 700 | 21 718 CHF | 21 931 CHF | 78,98% | 78,98% |
10/12/2024 | 0,89% | 1,70 CHF | 1,71 CHF | 30 000 | 30 000 | 11 738 | 11 738 | 24 818 CHF | 25 015 CHF | 72,48% | 72,48% |