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 | 10,09% | 0,09 CHF | 0,10 CHF | 415 224 | 100 000 | 411 523 | 99 809 | 42 206 CHF | 11 319 CHF | 94,26% | 94,26% |
18/12/2024 | 6,24% | 0,15 CHF | 0,16 CHF | 340 000 | 100 000 | 291 499 | 100 000 | 50 872 CHF | 18 689 CHF | 100,00% | 100,00% |
17/12/2024 | 5,20% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 235 707 | 100 000 | 50 450 CHF | 22 572 CHF | 99,39% | 99,39% |
16/12/2024 | 4,83% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 230 903 | 100 000 | 50 534 CHF | 22 992 CHF | 99,38% | 99,38% |
13/12/2024 | 4,95% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 208 606 | 100 000 | 50 391 CHF | 25 407 CHF | 100,00% | 100,00% |
12/12/2024 | 4,64% | 0,24 CHF | 0,26 CHF | 210 000 | 100 000 | 192 794 | 95 274 | 51 121 CHF | 26 423 CHF | 97,51% | 97,51% |
11/12/2024 | 3,87% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 152 824 | 100 000 | 51 664 CHF | 35 191 CHF | 99,33% | 99,33% |
10/12/2024 | 3,51% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 150 433 | 100 000 | 51 597 CHF | 35 528 CHF | 99,38% | 99,38% |
09/12/2024 | 3,15% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 142 732 | 100 000 | 51 272 CHF | 37 095 CHF | 100,00% | 100,00% |
06/12/2024 | 3,30% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 160 893 | 100 000 | 51 847 CHF | 33 312 CHF | 99,55% | 99,55% |