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 | 2,33% | 0,43 CHF | 0,44 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 033 CHF | 54 283 CHF | 99,84% | 99,84% |
20/12/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 53 839 CHF | 55 089 CHF | 99,97% | 99,97% |
19/12/2024 | 2,38% | 0,41 CHF | 0,42 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 51 833 CHF | 53 083 CHF | 98,76% | 98,76% |
18/12/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 136 862 | 136 862 | 54 166 CHF | 55 535 CHF | 96,81% | 96,81% |
17/12/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 139 024 | 139 024 | 54 884 CHF | 56 274 CHF | 100,00% | 100,00% |
16/12/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 149 742 | 149 742 | 58 262 CHF | 59 759 CHF | 100,00% | 100,00% |
13/12/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 541 CHF | 59 041 CHF | 100,00% | 100,00% |
12/12/2024 | 2,58% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 146 044 | 146 044 | 55 854 CHF | 57 314 CHF | 96,08% | 96,08% |
11/12/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 125 000 | 125 000 | 133 020 | 133 020 | 52 730 CHF | 54 060 CHF | 100,00% | 100,00% |
10/12/2024 | 2,36% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 52 321 CHF | 53 571 CHF | 100,00% | 100,00% |