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 | 0,69% | 2,40 CHF | 2,41 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 34 691 CHF | 34 901 CHF | 88,89% | 88,89% |
20/12/2024 | 1,22% | 2,42 CHF | 2,43 CHF | 30 000 | 30 000 | 14 231 | 14 231 | 23 955 CHF | 24 165 CHF | 86,95% | 86,95% |
19/12/2024 | 1,43% | 1,53 CHF | 1,54 CHF | 30 000 | 30 000 | 14 209 | 14 209 | 24 654 CHF | 24 930 CHF | 87,09% | 87,09% |
18/12/2024 | 0,74% | 2,50 CHF | 2,51 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 34 693 CHF | 34 904 CHF | 84,97% | 84,97% |
17/12/2024 | 0,58% | 2,54 CHF | 2,55 CHF | 30 000 | 30 000 | 14 097 | 14 097 | 39 545 CHF | 39 754 CHF | 89,01% | 89,01% |
16/12/2024 | 0,73% | 2,90 CHF | 2,91 CHF | 30 000 | 30 000 | 15 437 | 15 437 | 37 830 CHF | 38 047 CHF | 69,17% | 69,17% |
13/12/2024 | 0,88% | 2,05 CHF | 2,06 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 29 454 CHF | 29 664 CHF | 89,75% | 89,75% |
12/12/2024 | 0,85% | 2,20 CHF | 2,21 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 30 328 CHF | 30 538 CHF | 89,75% | 89,75% |
11/12/2024 | 1,20% | 1,88 CHF | 1,89 CHF | 30 000 | 30 000 | 14 701 | 14 701 | 24 485 CHF | 24 698 CHF | 78,97% | 78,97% |
10/12/2024 | 0,82% | 1,89 CHF | 1,90 CHF | 30 000 | 30 000 | 11 738 | 11 738 | 27 022 CHF | 27 218 CHF | 72,47% | 72,47% |