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 | 7,15% | 0,11 CHF | 0,12 CHF | 83 636 | 50 000 | 82 964 | 50 000 | 11 287 CHF | 7 305 CHF | 99,38% | 99,38% |
18/12/2024 | 5,30% | 0,19 CHF | 0,21 CHF | 81 163 | 50 000 | 79 890 | 50 000 | 19 749 CHF | 13 037 CHF | 99,31% | 99,31% |
17/12/2024 | 5,51% | 0,25 CHF | 0,27 CHF | 79 857 | 50 000 | 80 353 | 50 000 | 19 209 CHF | 12 638 CHF | 99,56% | 99,56% |
16/12/2024 | 6,22% | 0,25 CHF | 0,26 CHF | 79 874 | 50 000 | 80 381 | 50 000 | 17 817 CHF | 11 793 CHF | 100,00% | 100,00% |
13/12/2024 | 3,95% | 0,24 CHF | 0,25 CHF | 80 128 | 50 000 | 79 945 | 50 000 | 19 862 CHF | 12 923 CHF | 100,00% | 100,00% |
12/12/2024 | 4,57% | 0,23 CHF | 0,24 CHF | 79 802 | 50 000 | 79 693 | 48 521 | 18 798 CHF | 11 967 CHF | 97,38% | 97,38% |
11/12/2024 | 5,70% | 0,24 CHF | 0,25 CHF | 79 341 | 50 000 | 80 845 | 50 000 | 14 177 CHF | 9 283 CHF | 99,05% | 99,05% |
10/12/2024 | 6,39% | 0,13 CHF | 0,15 CHF | 81 720 | 50 000 | 80 554 | 50 000 | 14 021 CHF | 9 276 CHF | 100,00% | 100,00% |
09/12/2024 | 3,83% | 0,29 CHF | 0,30 CHF | 77 390 | 50 000 | 77 661 | 50 000 | 22 619 CHF | 15 132 CHF | 100,00% | 100,00% |
06/12/2024 | 4,89% | 0,30 CHF | 0,31 CHF | 77 343 | 50 000 | 77 654 | 50 000 | 22 325 CHF | 15 096 CHF | 99,40% | 99,40% |