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 | 0,45% | 3,72 CHF | 3,73 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 53 249 CHF | 53 459 CHF | 88,89% | 88,89% |
20/12/2024 | 0,63% | 3,73 CHF | 3,74 CHF | 30 000 | 30 000 | 14 231 | 14 231 | 42 602 CHF | 42 811 CHF | 86,95% | 86,95% |
19/12/2024 | 0,82% | 2,84 CHF | 2,85 CHF | 30 000 | 30 000 | 14 209 | 14 209 | 43 330 CHF | 43 606 CHF | 87,08% | 87,08% |
18/12/2024 | 0,48% | 3,80 CHF | 3,81 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 53 248 CHF | 53 459 CHF | 84,97% | 84,97% |
17/12/2024 | 0,41% | 3,85 CHF | 3,86 CHF | 30 000 | 30 000 | 14 097 | 14 097 | 58 026 CHF | 58 236 CHF | 89,01% | 89,01% |
16/12/2024 | 0,47% | 4,21 CHF | 4,22 CHF | 30 000 | 30 000 | 15 437 | 15 437 | 58 011 CHF | 58 228 CHF | 69,16% | 69,16% |
13/12/2024 | 0,53% | 3,35 CHF | 3,36 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 47 823 CHF | 48 033 CHF | 89,75% | 89,75% |
12/12/2024 | 0,52% | 3,50 CHF | 3,51 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 48 578 CHF | 48 788 CHF | 89,75% | 89,75% |
11/12/2024 | 0,63% | 3,17 CHF | 3,18 CHF | 30 000 | 30 000 | 14 701 | 14 701 | 43 479 CHF | 43 692 CHF | 78,97% | 78,97% |
10/12/2024 | 0,52% | 3,18 CHF | 3,19 CHF | 30 000 | 30 000 | 11 739 | 11 739 | 42 134 CHF | 42 330 CHF | 72,47% | 72,47% |