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 | 2,48% | 0,42 CHF | 0,43 CHF | 470 000 | 470 000 | 465 347 | 465 347 | 189 218 CHF | 193 876 CHF | 99,58% | 99,58% |
20/12/2024 | 2,35% | 0,44 CHF | 0,45 CHF | 480 000 | 480 000 | 475 702 | 475 702 | 203 995 CHF | 208 757 CHF | 100,00% | 100,00% |
19/12/2024 | 2,29% | 0,43 CHF | 0,44 CHF | 460 000 | 460 000 | 451 772 | 451 772 | 199 009 CHF | 203 531 CHF | 100,00% | 100,00% |
18/12/2024 | 2,16% | 0,46 CHF | 0,47 CHF | 440 000 | 440 000 | 435 539 | 435 539 | 203 830 CHF | 208 190 CHF | 99,20% | 99,20% |
17/12/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 430 000 | 430 000 | 425 676 | 425 676 | 205 121 CHF | 209 382 CHF | 100,00% | 100,00% |
16/12/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 410 000 | 410 000 | 405 866 | 405 866 | 207 771 CHF | 211 834 CHF | 99,77% | 99,77% |
13/12/2024 | 1,80% | 0,54 CHF | 0,55 CHF | 390 000 | 390 000 | 380 873 | 380 873 | 214 273 CHF | 218 086 CHF | 100,00% | 100,00% |
12/12/2024 | 1,75% | 0,58 CHF | 0,59 CHF | 390 000 | 390 000 | 391 323 | 391 323 | 225 702 CHF | 229 620 CHF | 100,00% | 100,00% |
11/12/2024 | 1,75% | 0,57 CHF | 0,58 CHF | 390 000 | 390 000 | 383 409 | 383 409 | 222 284 CHF | 226 122 CHF | 100,00% | 100,00% |
10/12/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 380 000 | 380 000 | 376 211 | 376 211 | 231 961 CHF | 235 727 CHF | 100,00% | 100,00% |