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 | 0,99% | 1,61 CHF | 1,62 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 23 550 CHF | 23 760 CHF | 88,85% | 88,85% |
20/12/2024 | 2,84% | 1,64 CHF | 1,65 CHF | 30 000 | 30 000 | 14 230 | 14 230 | 12 772 CHF | 12 982 CHF | 86,93% | 86,93% |
19/12/2024 | 2,61% | 0,74 CHF | 0,75 CHF | 30 000 | 30 000 | 14 208 | 14 208 | 13 460 CHF | 13 736 CHF | 87,07% | 87,07% |
18/12/2024 | 1,11% | 1,71 CHF | 1,72 CHF | 30 000 | 30 000 | 14 186 | 14 186 | 23 563 CHF | 23 773 CHF | 84,96% | 84,96% |
17/12/2024 | 0,79% | 1,75 CHF | 1,76 CHF | 30 000 | 30 000 | 14 096 | 14 096 | 28 449 CHF | 28 658 CHF | 89,00% | 89,00% |
16/12/2024 | 1,11% | 2,12 CHF | 2,13 CHF | 30 000 | 30 000 | 15 441 | 15 441 | 25 733 CHF | 25 950 CHF | 69,10% | 69,10% |
13/12/2024 | 1,44% | 1,26 CHF | 1,27 CHF | 30 000 | 30 000 | 14 054 | 14 054 | 18 443 CHF | 18 652 CHF | 89,74% | 89,74% |
12/12/2024 | 1,36% | 1,42 CHF | 1,43 CHF | 30 000 | 30 000 | 14 054 | 14 054 | 19 378 CHF | 19 588 CHF | 89,74% | 89,74% |