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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 5,07% | 0,14 CHF | 0,16 CHF | 250 000 | 250 000 | 96 592 | 96 592 | 18 977 CHF | 19 958 CHF | 99,81% | 99,81% |
18/12/2024 | 3,29% | 0,34 CHF | 0,35 CHF | 230 000 | 230 000 | 91 742 | 91 742 | 29 024 CHF | 29 944 CHF | 99,96% | 99,96% |
17/12/2024 | 3,28% | 0,23 CHF | 0,24 CHF | 240 000 | 240 000 | 90 586 | 90 586 | 24 771 CHF | 25 679 CHF | 99,99% | 99,99% |
16/12/2024 | 2,40% | 0,34 CHF | 0,35 CHF | 230 000 | 230 000 | 82 662 | 82 662 | 31 872 CHF | 32 701 CHF | 99,96% | 99,96% |
13/12/2024 | 2,20% | 0,46 CHF | 0,47 CHF | 220 000 | 220 000 | 85 545 | 85 545 | 40 579 CHF | 41 439 CHF | 99,99% | 99,99% |
12/12/2024 | 3,39% | 0,40 CHF | 0,41 CHF | 225 000 | 225 000 | 92 129 | 92 129 | 30 154 CHF | 31 078 CHF | 100,00% | 100,00% |
11/12/2024 | 4,93% | 0,26 CHF | 0,27 CHF | 240 000 | 240 000 | 96 346 | 96 346 | 21 553 CHF | 22 522 CHF | 100,00% | 100,00% |
10/12/2024 | 4,70% | 0,22 CHF | 0,23 CHF | 245 000 | 245 000 | 95 227 | 95 227 | 21 779 CHF | 22 736 CHF | 99,88% | 99,88% |
09/12/2024 | 5,95% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 81 085 | 81 085 | 20 183 CHF | 21 143 CHF | 100,00% | 100,00% |
06/12/2024 | 4,57% | 0,24 CHF | 0,25 CHF | 245 000 | 245 000 | 97 556 | 97 556 | 21 917 CHF | 22 895 CHF | 100,00% | 100,00% |