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 | 0,42% | 4,01 CHF | 4,02 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 57 343 CHF | 57 553 CHF | 88,89% | 88,89% |
20/12/2024 | 0,57% | 4,02 CHF | 4,03 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 46 712 CHF | 46 922 CHF | 86,96% | 86,96% |
19/12/2024 | 0,65% | 3,13 CHF | 3,14 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 47 452 CHF | 47 700 CHF | 87,09% | 87,09% |
18/12/2024 | 0,45% | 4,09 CHF | 4,10 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 57 336 CHF | 57 547 CHF | 84,97% | 84,97% |
17/12/2024 | 0,38% | 4,14 CHF | 4,15 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 62 101 CHF | 62 311 CHF | 89,00% | 89,00% |
16/12/2024 | 0,43% | 4,49 CHF | 4,50 CHF | 30 000 | 30 000 | 15 436 | 15 436 | 62 452 CHF | 62 669 CHF | 69,18% | 69,18% |
13/12/2024 | 0,49% | 3,64 CHF | 3,65 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 51 875 CHF | 52 084 CHF | 89,75% | 89,75% |
12/12/2024 | 0,48% | 3,79 CHF | 3,80 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 52 594 CHF | 52 803 CHF | 89,75% | 89,75% |
11/12/2024 | 0,57% | 3,45 CHF | 3,46 CHF | 30 000 | 30 000 | 14 700 | 14 700 | 47 645 CHF | 47 858 CHF | 78,97% | 78,97% |
10/12/2024 | 0,48% | 3,46 CHF | 3,47 CHF | 30 000 | 30 000 | 11 784 | 11 784 | 45 631 CHF | 45 827 CHF | 71,63% | 71,63% |