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 | 0,61% | 2,73 CHF | 2,74 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 39 313 CHF | 39 522 CHF | 88,90% | 88,90% |
20/12/2024 | 0,99% | 2,75 CHF | 2,76 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 28 602 CHF | 28 812 CHF | 86,96% | 86,96% |
19/12/2024 | 1,05% | 1,85 CHF | 1,86 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 29 323 CHF | 29 571 CHF | 87,09% | 87,09% |
18/12/2024 | 0,66% | 2,82 CHF | 2,83 CHF | 30 000 | 30 000 | 13 989 | 13 989 | 38 843 CHF | 39 053 CHF | 83,93% | 84,97% |
17/12/2024 | 0,53% | 2,87 CHF | 2,88 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 44 141 CHF | 44 350 CHF | 89,00% | 89,00% |
16/12/2024 | 0,64% | 3,23 CHF | 3,24 CHF | 30 000 | 30 000 | 15 436 | 15 436 | 42 853 CHF | 43 069 CHF | 69,19% | 69,19% |
13/12/2024 | 0,76% | 2,37 CHF | 2,38 CHF | 30 000 | 30 000 | 14 056 | 14 056 | 34 038 CHF | 34 247 CHF | 89,75% | 89,75% |
12/12/2024 | 0,74% | 2,52 CHF | 2,53 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 34 865 CHF | 35 075 CHF | 89,76% | 89,76% |
11/12/2024 | 0,98% | 2,20 CHF | 2,21 CHF | 30 000 | 30 000 | 14 700 | 14 700 | 29 199 CHF | 29 412 CHF | 78,98% | 78,98% |
10/12/2024 | 0,72% | 2,21 CHF | 2,22 CHF | 30 000 | 30 000 | 11 738 | 11 738 | 30 769 CHF | 30 966 CHF | 72,48% | 72,48% |