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 | 8,89% | 0,10 CHF | 0,11 CHF | 154 846 | 50 000 | 153 197 | 49 908 | 23 839 CHF | 8 479 CHF | 98,44% | 98,44% |
18/12/2024 | 4,07% | 0,30 CHF | 0,32 CHF | 150 522 | 50 000 | 150 498 | 50 000 | 46 593 CHF | 16 122 CHF | 87,06% | 87,06% |
17/12/2024 | 4,14% | 0,29 CHF | 0,32 CHF | 150 945 | 50 000 | 150 982 | 50 000 | 47 467 CHF | 16 386 CHF | 20,82% | 81,31% |
16/12/2024 | 3,93% | 0,36 CHF | 0,37 CHF | 149 748 | 50 000 | 147 975 | 50 000 | 48 687 CHF | 17 145 CHF | 69,49% | 69,49% |
13/12/2024 | 2,98% | 0,40 CHF | 0,41 CHF | 130 000 | 50 000 | 119 230 | 50 000 | 52 350 CHF | 22 659 CHF | 100,00% | 100,00% |
12/12/2024 | 3,55% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 128 377 | 48 250 | 51 795 CHF | 20 263 CHF | 94,70% | 94,70% |
11/12/2024 | 4,62% | 0,35 CHF | 0,36 CHF | 148 354 | 50 000 | 149 543 | 50 000 | 40 783 CHF | 14 278 CHF | 99,33% | 99,33% |
10/12/2024 | 3,97% | 0,30 CHF | 0,31 CHF | 148 885 | 50 000 | 148 140 | 50 000 | 48 091 CHF | 16 889 CHF | 97,52% | 97,52% |
09/12/2024 | 3,39% | 0,27 CHF | 0,28 CHF | 148 357 | 50 000 | 136 111 | 50 000 | 51 221 CHF | 19 537 CHF | 100,00% | 100,00% |
06/12/2024 | 2,91% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 116 806 | 50 000 | 52 427 CHF | 23 134 CHF | 99,55% | 99,55% |