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 | 3,19% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 169 208 | 169 209 | 52 308 CHF | 54 000 CHF | 98,36% | 98,36% |
20/12/2024 | 2,03% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 113 752 | 113 752 | 55 619 CHF | 56 757 CHF | 99,14% | 99,14% |
19/12/2024 | 2,23% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 128 141 | 128 141 | 57 106 CHF | 58 388 CHF | 94,40% | 94,40% |
18/12/2024 | 4,14% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 223 666 | 223 664 | 52 920 CHF | 55 156 CHF | 96,30% | 96,30% |
17/12/2024 | 4,99% | 0,21 CHF | 0,22 CHF | 225 000 | 225 000 | 262 239 | 262 239 | 51 148 CHF | 53 771 CHF | 98,11% | 98,11% |
16/12/2024 | 4,85% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 260 228 | 260 228 | 52 370 CHF | 54 972 CHF | 99,40% | 99,40% |
13/12/2024 | 4,61% | 0,25 CHF | 0,26 CHF | 250 000 | 250 000 | 249 482 | 249 482 | 53 025 CHF | 55 519 CHF | 99,32% | 99,32% |
12/12/2024 | 4,14% | 0,19 CHF | 0,20 CHF | 250 000 | 250 000 | 217 877 | 217 877 | 51 617 CHF | 53 796 CHF | 98,38% | 98,38% |
11/12/2024 | 3,62% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 858 | 200 859 | 54 516 CHF | 56 524 CHF | 98,03% | 98,03% |
10/12/2024 | 4,76% | 0,23 CHF | 0,24 CHF | 250 000 | 250 000 | 253 053 | 253 053 | 52 045 CHF | 54 575 CHF | 99,22% | 99,22% |