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 | 0,49% | 2,01 CHF | 2,02 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 255 141 CHF | 256 391 CHF | 96,76% | 96,76% |
20/12/2024 | 0,50% | 2,11 CHF | 2,12 CHF | 125 000 | 125 000 | 124 812 | 124 812 | 249 474 CHF | 250 722 CHF | 100,00% | 100,00% |
19/12/2024 | 0,44% | 2,20 CHF | 2,21 CHF | 100 000 | 100 000 | 101 133 | 101 133 | 228 616 CHF | 229 628 CHF | 99,88% | 99,88% |
18/12/2024 | 0,40% | 2,48 CHF | 2,49 CHF | 275 000 | 275 000 | 276 055 | 276 055 | 695 193 CHF | 697 953 CHF | 98,50% | 98,50% |
17/12/2024 | 0,39% | 2,52 CHF | 2,53 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 712 554 CHF | 715 304 CHF | 100,00% | 100,00% |
16/12/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 723 997 CHF | 726 747 CHF | 100,00% | 100,00% |
13/12/2024 | 0,36% | 2,67 CHF | 2,68 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 761 285 CHF | 764 035 CHF | 100,00% | 100,00% |
12/12/2024 | 0,37% | 2,71 CHF | 2,72 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 742 083 CHF | 744 833 CHF | 98,03% | 98,03% |
11/12/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 716 317 CHF | 719 067 CHF | 99,09% | 99,09% |
10/12/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 275 000 | 275 000 | 275 000 | 275 000 | 719 096 CHF | 721 846 CHF | 100,00% | 100,00% |