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 | 0,55% | 3,02 CHF | 3,03 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 43 396 CHF | 43 606 CHF | 88,88% | 88,88% |
20/12/2024 | 0,85% | 3,04 CHF | 3,05 CHF | 30 000 | 30 000 | 14 231 | 14 231 | 32 710 CHF | 32 920 CHF | 86,95% | 86,95% |
19/12/2024 | 1,06% | 2,14 CHF | 2,15 CHF | 30 000 | 30 000 | 14 209 | 14 209 | 33 418 CHF | 33 694 CHF | 87,08% | 87,08% |
18/12/2024 | 0,59% | 3,11 CHF | 3,12 CHF | 30 000 | 30 000 | 14 186 | 14 186 | 43 404 CHF | 43 615 CHF | 84,96% | 84,96% |
17/12/2024 | 0,48% | 3,15 CHF | 3,16 CHF | 30 000 | 30 000 | 14 096 | 14 096 | 48 205 CHF | 48 415 CHF | 89,01% | 89,01% |
16/12/2024 | 0,58% | 3,51 CHF | 3,52 CHF | 30 000 | 30 000 | 15 438 | 15 438 | 47 304 CHF | 47 521 CHF | 69,15% | 69,15% |
13/12/2024 | 0,67% | 2,66 CHF | 2,67 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 38 085 CHF | 38 294 CHF | 89,75% | 89,75% |
12/12/2024 | 0,66% | 2,81 CHF | 2,82 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 38 888 CHF | 39 097 CHF | 89,75% | 89,75% |
11/12/2024 | 0,84% | 2,48 CHF | 2,49 CHF | 30 000 | 30 000 | 14 702 | 14 702 | 33 391 CHF | 33 605 CHF | 78,95% | 78,95% |
10/12/2024 | 0,65% | 2,50 CHF | 2,51 CHF | 30 000 | 30 000 | 11 739 | 11 739 | 34 117 CHF | 34 313 CHF | 72,47% | 72,47% |