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 | 0,51% | 3,33 CHF | 3,34 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 47 768 CHF | 47 978 CHF | 88,89% | 88,89% |
20/12/2024 | 0,74% | 3,35 CHF | 3,36 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 37 102 CHF | 37 312 CHF | 86,96% | 86,96% |
19/12/2024 | 0,81% | 2,45 CHF | 2,46 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 37 834 CHF | 38 082 CHF | 87,09% | 87,09% |
18/12/2024 | 0,54% | 3,42 CHF | 3,43 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 47 775 CHF | 47 986 CHF | 84,97% | 84,97% |
17/12/2024 | 0,45% | 3,46 CHF | 3,47 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 52 564 CHF | 52 774 CHF | 89,00% | 89,00% |
16/12/2024 | 0,52% | 3,82 CHF | 3,83 CHF | 30 000 | 30 000 | 15 436 | 15 436 | 52 046 CHF | 52 263 CHF | 69,18% | 69,18% |
13/12/2024 | 0,60% | 2,97 CHF | 2,98 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 42 402 CHF | 42 612 CHF | 89,75% | 89,75% |
12/12/2024 | 0,59% | 3,12 CHF | 3,13 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 43 186 CHF | 43 395 CHF | 89,75% | 89,75% |
11/12/2024 | 0,73% | 2,79 CHF | 2,80 CHF | 30 000 | 30 000 | 14 700 | 14 700 | 37 854 CHF | 38 067 CHF | 78,98% | 78,98% |
10/12/2024 | 0,59% | 2,80 CHF | 2,81 CHF | 30 000 | 30 000 | 11 738 | 11 738 | 37 660 CHF | 37 856 CHF | 72,48% | 72,48% |