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 | 1,24% | 1,26 CHF | 1,27 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 18 568 CHF | 18 778 CHF | 88,88% | 88,88% |
20/12/2024 | 4,94% | 1,28 CHF | 1,29 CHF | 30 000 | 30 000 | 16 601 | 16 601 | 10 763 CHF | 10 986 CHF | 59,85% | 82,91% |
19/12/2024 | 4,21% | 0,38 CHF | 0,39 CHF | 30 000 | 30 000 | 14 172 | 14 172 | 8 441 CHF | 8 717 CHF | 86,88% | 87,08% |
18/12/2024 | 1,42% | 1,36 CHF | 1,37 CHF | 30 000 | 30 000 | 14 186 | 14 186 | 18 582 CHF | 18 793 CHF | 84,96% | 84,96% |
17/12/2024 | 0,94% | 1,40 CHF | 1,41 CHF | 30 000 | 30 000 | 14 096 | 14 096 | 23 481 CHF | 23 691 CHF | 89,01% | 89,01% |
16/12/2024 | 1,45% | 1,76 CHF | 1,77 CHF | 30 000 | 30 000 | 15 438 | 15 438 | 20 303 CHF | 20 520 CHF | 69,15% | 69,15% |