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 | 1,10% | 0,72 CHF | 0,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 45 561 CHF | 46 061 CHF | 98,53% | 98,53% |
18/12/2024 | 0,45% | 2,13 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 053 CHF | 111 553 CHF | 86,72% | 86,72% |
17/12/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 755 CHF | 113 255 CHF | 99,67% | 99,67% |
16/12/2024 | 0,51% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 280 CHF | 97 780 CHF | 98,69% | 98,69% |
13/12/2024 | 0,56% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 379 CHF | 89 879 CHF | 99,97% | 99,97% |
12/12/2024 | 0,64% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 49 731 | 49 731 | 81 164 CHF | 81 666 CHF | 100,00% | 100,00% |
11/12/2024 | 0,87% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 49 403 | 49 403 | 62 902 CHF | 63 405 CHF | 99,15% | 99,15% |
10/12/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 244 CHF | 63 744 CHF | 100,00% | 100,00% |
09/12/2024 | 0,69% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 560 CHF | 73 060 CHF | 99,87% | 99,87% |
06/12/2024 | 0,80% | 1,41 CHF | 1,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 548 CHF | 63 048 CHF | 99,58% | 99,58% |