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% | 1,62 CHF | 1,63 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 23 659 CHF | 23 869 CHF | 88,90% | 88,90% |
20/12/2024 | 2,71% | 1,64 CHF | 1,65 CHF | 30 000 | 30 000 | 14 489 | 14 489 | 13 326 CHF | 13 537 CHF | 82,89% | 86,96% |
19/12/2024 | 2,24% | 0,74 CHF | 0,75 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 13 571 CHF | 13 819 CHF | 87,09% | 87,09% |
18/12/2024 | 1,10% | 1,72 CHF | 1,73 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 23 669 CHF | 23 880 CHF | 84,97% | 84,97% |
17/12/2024 | 0,79% | 1,76 CHF | 1,77 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 28 556 CHF | 28 766 CHF | 89,00% | 89,00% |
16/12/2024 | 1,11% | 2,12 CHF | 2,13 CHF | 30 000 | 30 000 | 15 436 | 15 436 | 25 833 CHF | 26 050 CHF | 69,19% | 69,19% |