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 | 0,67% | 2,47 CHF | 2,48 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 35 612 CHF | 35 822 CHF | 88,90% | 88,90% |
20/12/2024 | 1,17% | 2,49 CHF | 2,50 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 24 887 CHF | 25 097 CHF | 86,96% | 86,96% |
19/12/2024 | 1,20% | 1,59 CHF | 1,60 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 25 607 CHF | 25 855 CHF | 87,09% | 87,09% |
18/12/2024 | 0,72% | 2,56 CHF | 2,57 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 35 615 CHF | 35 826 CHF | 84,97% | 84,97% |
17/12/2024 | 0,57% | 2,60 CHF | 2,61 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 40 456 CHF | 40 666 CHF | 89,00% | 89,00% |
16/12/2024 | 0,71% | 2,96 CHF | 2,97 CHF | 30 000 | 30 000 | 15 435 | 15 435 | 38 829 CHF | 39 046 CHF | 69,20% | 69,20% |
13/12/2024 | 0,85% | 2,11 CHF | 2,12 CHF | 30 000 | 30 000 | 14 056 | 14 056 | 30 379 CHF | 30 588 CHF | 89,75% | 89,75% |
12/12/2024 | 0,83% | 2,27 CHF | 2,28 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 31 231 CHF | 31 440 CHF | 89,76% | 89,76% |
11/12/2024 | 1,15% | 1,94 CHF | 1,95 CHF | 30 000 | 30 000 | 14 699 | 14 699 | 25 417 CHF | 25 630 CHF | 78,98% | 78,98% |
10/12/2024 | 0,80% | 1,95 CHF | 1,96 CHF | 30 000 | 30 000 | 11 738 | 11 738 | 27 765 CHF | 27 961 CHF | 72,48% | 72,48% |