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 | 0,73% | 1,34 CHF | 1,35 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 204 552 CHF | 206 052 CHF | 96,76% | 96,76% |
20/12/2024 | 0,74% | 1,43 CHF | 1,44 CHF | 150 000 | 150 000 | 148 981 | 148 981 | 200 432 CHF | 201 922 CHF | 99,07% | 99,07% |
19/12/2024 | 0,64% | 1,50 CHF | 1,51 CHF | 125 000 | 125 000 | 127 845 | 127 845 | 198 370 CHF | 199 649 CHF | 99,98% | 99,98% |
18/12/2024 | 0,57% | 1,71 CHF | 1,72 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 609 919 CHF | 613 419 CHF | 98,49% | 98,49% |
17/12/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 629 288 CHF | 632 788 CHF | 100,00% | 100,00% |
16/12/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 643 272 CHF | 646 772 CHF | 100,00% | 100,00% |
13/12/2024 | 0,51% | 1,87 CHF | 1,88 CHF | 350 000 | 350 000 | 328 192 | 328 192 | 639 013 CHF | 642 295 CHF | 100,00% | 100,00% |
12/12/2024 | 0,53% | 1,91 CHF | 1,92 CHF | 325 000 | 325 000 | 337 453 | 337 454 | 639 504 CHF | 642 880 CHF | 98,03% | 98,03% |
11/12/2024 | 0,55% | 1,87 CHF | 1,88 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 637 502 CHF | 641 002 CHF | 99,08% | 99,08% |
10/12/2024 | 0,54% | 1,83 CHF | 1,84 CHF | 350 000 | 350 000 | 350 000 | 350 000 | 642 019 CHF | 645 519 CHF | 100,00% | 100,00% |