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 | 0,87% | 1,87 CHF | 1,88 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 27 148 CHF | 27 357 CHF | 88,86% | 88,86% |
20/12/2024 | 1,98% | 1,89 CHF | 1,90 CHF | 30 000 | 30 000 | 14 231 | 14 231 | 16 376 CHF | 16 586 CHF | 86,94% | 86,94% |
19/12/2024 | 2,06% | 0,99 CHF | 1,00 CHF | 30 000 | 30 000 | 14 203 | 14 203 | 17 063 CHF | 17 339 CHF | 87,05% | 87,05% |
18/12/2024 | 0,96% | 1,96 CHF | 1,97 CHF | 30 000 | 30 000 | 14 186 | 14 186 | 27 147 CHF | 27 358 CHF | 84,96% | 84,96% |
17/12/2024 | 0,71% | 2,01 CHF | 2,02 CHF | 30 000 | 30 000 | 14 096 | 14 096 | 32 024 CHF | 32 234 CHF | 89,00% | 89,00% |
16/12/2024 | 0,95% | 2,37 CHF | 2,38 CHF | 30 000 | 30 000 | 15 440 | 15 440 | 29 637 CHF | 29 854 CHF | 69,11% | 69,11% |
13/12/2024 | 1,19% | 1,52 CHF | 1,53 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 21 986 CHF | 22 195 CHF | 89,74% | 89,74% |
12/12/2024 | 1,14% | 1,67 CHF | 1,68 CHF | 30 000 | 30 000 | 14 054 | 14 054 | 22 914 CHF | 23 124 CHF | 89,74% | 89,74% |
11/12/2024 | 1,89% | 1,35 CHF | 1,36 CHF | 30 000 | 30 000 | 14 703 | 14 703 | 16 770 CHF | 16 984 CHF | 78,94% | 78,94% |
10/12/2024 | 1,06% | 1,37 CHF | 1,38 CHF | 30 000 | 30 000 | 11 739 | 11 739 | 20 884 CHF | 21 080 CHF | 72,47% | 72,47% |