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 | 2,42% | 0,45 CHF | 0,46 CHF | 125 000 | 125 000 | 132 528 | 132 528 | 54 102 CHF | 55 427 CHF | 89,94% | 89,94% |
20/12/2024 | 2,36% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 129 442 | 129 442 | 54 236 CHF | 55 531 CHF | 99,23% | 99,23% |
19/12/2024 | 3,54% | 0,35 CHF | 0,36 CHF | 175 000 | 175 000 | 196 787 | 196 783 | 54 666 CHF | 56 633 CHF | 98,73% | 98,73% |
18/12/2024 | 4,95% | 0,16 CHF | 0,17 CHF | 300 000 | 300 000 | 262 541 | 262 541 | 51 768 CHF | 54 394 CHF | 96,33% | 96,33% |
17/12/2024 | 5,04% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 273 787 | 273 787 | 52 980 CHF | 55 718 CHF | 99,44% | 99,44% |
16/12/2024 | 7,53% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 404 518 | 404 517 | 51 677 CHF | 55 722 CHF | 99,40% | 99,40% |
13/12/2024 | 7,65% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 411 552 | 411 539 | 51 767 CHF | 55 881 CHF | 99,44% | 99,44% |
12/12/2024 | 4,91% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 264 110 | 264 110 | 52 540 CHF | 55 181 CHF | 98,85% | 98,85% |
11/12/2024 | 3,57% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 191 942 | 191 942 | 52 773 CHF | 54 692 CHF | 99,34% | 99,34% |
10/12/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 225 000 | 225 000 | 205 548 | 205 548 | 51 913 CHF | 53 968 CHF | 99,43% | 99,43% |