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 | 0,77% | 2,13 CHF | 2,14 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 30 875 CHF | 31 085 CHF | 88,88% | 88,88% |
20/12/2024 | 1,51% | 2,15 CHF | 2,16 CHF | 30 000 | 30 000 | 14 231 | 14 231 | 20 126 CHF | 20 336 CHF | 86,94% | 86,94% |
19/12/2024 | 1,69% | 1,26 CHF | 1,27 CHF | 30 000 | 30 000 | 14 209 | 14 209 | 20 816 CHF | 21 092 CHF | 87,08% | 87,08% |
18/12/2024 | 0,84% | 2,23 CHF | 2,24 CHF | 30 000 | 30 000 | 14 186 | 14 186 | 30 882 CHF | 31 093 CHF | 84,96% | 84,96% |
17/12/2024 | 0,64% | 2,27 CHF | 2,28 CHF | 30 000 | 30 000 | 14 096 | 14 096 | 35 744 CHF | 35 954 CHF | 89,01% | 89,01% |
16/12/2024 | 0,83% | 2,63 CHF | 2,64 CHF | 30 000 | 30 000 | 15 439 | 15 439 | 33 689 CHF | 33 906 CHF | 69,14% | 69,14% |
13/12/2024 | 1,01% | 1,78 CHF | 1,79 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 25 688 CHF | 25 897 CHF | 89,74% | 89,74% |
12/12/2024 | 0,98% | 1,93 CHF | 1,94 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 26 580 CHF | 26 789 CHF | 89,75% | 89,75% |
11/12/2024 | 1,47% | 1,61 CHF | 1,62 CHF | 30 000 | 30 000 | 14 702 | 14 702 | 20 585 CHF | 20 799 CHF | 78,95% | 78,95% |
10/12/2024 | 0,93% | 1,63 CHF | 1,64 CHF | 30 000 | 30 000 | 11 739 | 11 739 | 23 921 CHF | 24 117 CHF | 72,47% | 72,47% |