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 | 15,71% | 0,06 CHF | 0,07 CHF | 925 000 | 475 000 | 866 319 | 436 004 | 50 820 CHF | 29 928 CHF | 99,22% | 99,22% |
20/12/2024 | 14,38% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 781 107 | 401 204 | 50 413 CHF | 29 915 CHF | 99,29% | 99,29% |
19/12/2024 | 12,54% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 675 489 | 350 225 | 50 503 CHF | 29 687 CHF | 98,10% | 98,10% |
18/12/2024 | 11,51% | 0,08 CHF | 0,09 CHF | 625 000 | 325 000 | 611 968 | 314 383 | 50 125 CHF | 28 881 CHF | 96,23% | 96,23% |
17/12/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 574 890 | 299 496 | 51 324 CHF | 29 738 CHF | 99,36% | 99,36% |
16/12/2024 | 10,28% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 557 714 | 346 095 | 51 487 CHF | 35 743 CHF | 99,39% | 99,39% |
13/12/2024 | 10,61% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 577 619 | 300 000 | 51 558 CHF | 29 782 CHF | 99,36% | 99,36% |
12/12/2024 | 10,52% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 570 431 | 308 210 | 51 390 CHF | 30 887 CHF | 95,25% | 95,25% |
11/12/2024 | 10,17% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 549 087 | 369 101 | 51 215 CHF | 38 626 CHF | 99,35% | 99,35% |
10/12/2024 | 10,27% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 540 834 | 349 680 | 49 830 CHF | 36 178 CHF | 99,36% | 99,36% |