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 | 1,79% | 0,44 CHF | 0,45 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 280 279 CHF | 285 279 CHF | 99,42% | 99,42% |
18/12/2024 | 0,97% | 0,97 CHF | 0,98 CHF | 500 000 | 500 000 | 499 651 | 499 650 | 513 760 CHF | 518 759 CHF | 100,00% | 100,00% |
17/12/2024 | 0,92% | 0,98 CHF | 0,99 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 542 783 CHF | 547 783 CHF | 100,00% | 100,00% |
16/12/2024 | 0,86% | 1,12 CHF | 1,13 CHF | 500 000 | 500 000 | 499 531 | 499 531 | 579 259 CHF | 584 259 CHF | 99,38% | 99,38% |
13/12/2024 | 0,71% | 1,25 CHF | 1,26 CHF | 500 000 | 500 000 | 499 425 | 499 425 | 701 141 CHF | 706 141 CHF | 100,00% | 100,00% |
12/12/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 500 000 | 500 000 | 499 432 | 499 432 | 656 356 CHF | 661 356 CHF | 100,00% | 100,00% |
11/12/2024 | 0,85% | 1,30 CHF | 1,31 CHF | 500 000 | 500 000 | 498 538 | 498 538 | 587 805 CHF | 592 805 CHF | 100,00% | 100,00% |
10/12/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 597 253 CHF | 602 253 CHF | 100,00% | 100,00% |