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 | 5,68% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 305 770 | 305 771 | 52 352 CHF | 55 410 CHF | 99,55% | 99,55% |
20/12/2024 | 7,08% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 380 794 | 380 798 | 51 946 CHF | 55 754 CHF | 99,93% | 99,93% |
19/12/2024 | 5,63% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 299 818 | 299 818 | 51 789 CHF | 54 788 CHF | 99,53% | 99,53% |
18/12/2024 | 3,61% | 0,26 CHF | 0,27 CHF | 225 000 | 225 000 | 220 145 | 220 146 | 59 852 CHF | 62 053 CHF | 97,11% | 97,11% |
17/12/2024 | 3,43% | 0,31 CHF | 0,32 CHF | 200 000 | 200 000 | 208 723 | 208 725 | 59 778 CHF | 61 866 CHF | 100,00% | 100,00% |
16/12/2024 | 3,58% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 221 575 | 221 575 | 60 873 CHF | 63 089 CHF | 100,00% | 100,00% |
13/12/2024 | 3,23% | 0,29 CHF | 0,30 CHF | 225 000 | 225 000 | 201 820 | 201 820 | 61 408 CHF | 63 426 CHF | 100,00% | 100,00% |
12/12/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 203 849 | 203 849 | 61 594 CHF | 63 632 CHF | 97,90% | 97,90% |
11/12/2024 | 3,49% | 0,29 CHF | 0,30 CHF | 225 000 | 225 000 | 217 785 | 217 788 | 61 247 CHF | 63 426 CHF | 99,11% | 99,11% |
10/12/2024 | 3,31% | 0,28 CHF | 0,29 CHF | 225 000 | 225 000 | 205 534 | 205 534 | 61 031 CHF | 63 086 CHF | 100,00% | 100,00% |