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 | 0,85% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 810 CHF | 59 310 CHF | 99,20% | 99,20% |
20/12/2024 | 0,73% | 1,20 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 68 887 CHF | 69 387 CHF | 95,95% | 95,95% |
19/12/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 063 CHF | 65 563 CHF | 94,41% | 94,41% |
18/12/2024 | 0,97% | 1,09 CHF | 1,10 CHF | 50 000 | 50 000 | 50 557 | 50 557 | 51 730 CHF | 52 236 CHF | 95,62% | 95,62% |
17/12/2024 | 1,04% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 72 084 | 72 084 | 68 611 CHF | 69 332 CHF | 99,40% | 99,40% |
16/12/2024 | 1,04% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 561 CHF | 72 311 CHF | 99,23% | 99,23% |
13/12/2024 | 1,04% | 1,02 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 505 CHF | 72 255 CHF | 98,84% | 98,84% |
12/12/2024 | 1,01% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 62 117 | 62 117 | 60 995 CHF | 61 617 CHF | 98,41% | 98,41% |
11/12/2024 | 0,96% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 52 007 | 52 006 | 53 906 CHF | 54 426 CHF | 98,98% | 98,98% |
10/12/2024 | 1,09% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 726 CHF | 69 476 CHF | 99,48% | 99,48% |