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 | 2,19% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 578 CHF | 57 828 CHF | 99,77% | 99,77% |
20/12/2024 | 2,32% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 186 CHF | 54 436 CHF | 99,89% | 99,89% |
19/12/2024 | 2,15% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 448 CHF | 58 698 CHF | 98,74% | 98,74% |
18/12/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 59 199 CHF | 60 449 CHF | 96,95% | 96,95% |
17/12/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 844 CHF | 60 094 CHF | 100,00% | 100,00% |
16/12/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 125 000 | 125 000 | 124 850 | 124 850 | 59 065 CHF | 60 313 CHF | 100,00% | 100,00% |
13/12/2024 | 2,03% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 112 948 | 112 948 | 55 056 CHF | 56 186 CHF | 100,00% | 100,00% |
12/12/2024 | 2,18% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 56 681 CHF | 57 931 CHF | 95,78% | 95,78% |
11/12/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 58 379 CHF | 59 629 CHF | 100,00% | 100,00% |
10/12/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 029 | 124 029 | 58 707 CHF | 59 947 CHF | 100,00% | 100,00% |