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 | 0,75% | 1,12 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 856 CHF | 67 356 CHF | 89,96% | 89,96% |
20/12/2024 | 0,60% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 83 377 CHF | 83 877 CHF | 96,49% | 96,49% |
19/12/2024 | 0,73% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 989 CHF | 68 489 CHF | 93,68% | 93,68% |
18/12/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 55 416 CHF | 55 916 CHF | 96,33% | 96,33% |
17/12/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 074 CHF | 57 574 CHF | 99,38% | 99,38% |
16/12/2024 | 0,96% | 1,10 CHF | 1,11 CHF | 50 000 | 50 000 | 55 308 | 55 308 | 57 189 CHF | 57 742 CHF | 99,42% | 99,42% |
13/12/2024 | 1,25% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 72 457 | 72 457 | 57 779 CHF | 58 503 CHF | 95,59% | 95,59% |
12/12/2024 | 1,21% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 74 949 | 74 949 | 61 479 CHF | 62 228 CHF | 98,93% | 98,93% |
11/12/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 50 000 | 50 000 | 72 529 | 72 529 | 68 170 CHF | 68 896 CHF | 99,42% | 99,42% |
10/12/2024 | 1,23% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 922 CHF | 61 672 CHF | 98,36% | 98,36% |