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 | 0,83% | 1,96 CHF | 1,97 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 28 510 CHF | 28 720 CHF | 88,89% | 88,89% |
20/12/2024 | 1,78% | 1,99 CHF | 2,00 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 17 750 CHF | 17 960 CHF | 86,96% | 86,96% |
19/12/2024 | 1,65% | 1,09 CHF | 1,10 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 18 461 CHF | 18 709 CHF | 87,09% | 87,09% |
18/12/2024 | 0,91% | 2,06 CHF | 2,07 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 28 518 CHF | 28 729 CHF | 84,97% | 84,97% |
17/12/2024 | 0,68% | 2,10 CHF | 2,11 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 33 385 CHF | 33 594 CHF | 89,00% | 89,00% |
16/12/2024 | 0,90% | 2,46 CHF | 2,47 CHF | 30 000 | 30 000 | 15 437 | 15 437 | 31 113 CHF | 31 329 CHF | 69,18% | 69,18% |
13/12/2024 | 1,12% | 1,61 CHF | 1,62 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 23 350 CHF | 23 559 CHF | 89,75% | 89,75% |
12/12/2024 | 1,08% | 1,77 CHF | 1,78 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 24 242 CHF | 24 452 CHF | 89,75% | 89,75% |