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 | 2,49% | 0,42 CHF | 0,43 CHF | 210 000 | 210 000 | 97 843 | 97 843 | 40 557 CHF | 41 540 CHF | 100,00% | 100,00% |
20/12/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 210 000 | 210 000 | 97 793 | 97 793 | 42 845 CHF | 43 831 CHF | 99,72% | 99,72% |
19/12/2024 | 2,37% | 0,43 CHF | 0,44 CHF | 210 000 | 210 000 | 97 878 | 97 878 | 41 511 CHF | 42 494 CHF | 100,00% | 100,00% |
18/12/2024 | 3,00% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 88 122 | 88 122 | 29 951 CHF | 30 836 CHF | 100,00% | 100,00% |
17/12/2024 | 3,02% | 0,34 CHF | 0,35 CHF | 200 000 | 200 000 | 88 124 | 88 124 | 29 684 CHF | 30 569 CHF | 100,00% | 100,00% |
16/12/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 200 000 | 200 000 | 88 120 | 88 120 | 29 827 CHF | 30 712 CHF | 100,00% | 100,00% |
13/12/2024 | 2,98% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 88 072 | 88 072 | 30 128 CHF | 31 013 CHF | 100,00% | 100,00% |
12/12/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 88 122 | 88 122 | 30 405 CHF | 31 291 CHF | 100,00% | 100,00% |
11/12/2024 | 2,81% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 96 672 | 96 672 | 34 769 CHF | 35 740 CHF | 100,00% | 100,00% |
10/12/2024 | 2,94% | 0,36 CHF | 0,37 CHF | 210 000 | 210 000 | 95 040 | 95 040 | 33 067 CHF | 34 022 CHF | 100,00% | 100,00% |