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% | 0,42 CHF | 0,43 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 281 724 CHF | 286 724 CHF | 99,42% | 99,42% |
18/12/2024 | 0,90% | 1,03 CHF | 1,04 CHF | 500 000 | 500 000 | 499 825 | 499 825 | 551 538 CHF | 556 538 CHF | 100,00% | 100,00% |
17/12/2024 | 0,87% | 1,04 CHF | 1,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 576 515 CHF | 581 515 CHF | 100,00% | 100,00% |
16/12/2024 | 0,82% | 1,17 CHF | 1,18 CHF | 500 000 | 500 000 | 499 505 | 499 505 | 606 185 CHF | 611 185 CHF | 99,38% | 99,38% |
13/12/2024 | 0,69% | 1,28 CHF | 1,29 CHF | 500 000 | 500 000 | 499 380 | 499 380 | 728 565 CHF | 733 565 CHF | 100,00% | 100,00% |
12/12/2024 | 0,74% | 1,35 CHF | 1,36 CHF | 500 000 | 500 000 | 499 355 | 499 355 | 677 154 CHF | 682 154 CHF | 100,00% | 100,00% |
11/12/2024 | 0,83% | 1,33 CHF | 1,34 CHF | 500 000 | 500 000 | 499 372 | 499 372 | 601 019 CHF | 606 019 CHF | 100,00% | 100,00% |
10/12/2024 | 0,82% | 1,20 CHF | 1,21 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 608 156 CHF | 613 156 CHF | 100,00% | 100,00% |