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 | 0,56% | 3,00 CHF | 3,01 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 43 027 CHF | 43 237 CHF | 88,90% | 88,90% |
20/12/2024 | 0,86% | 3,01 CHF | 3,02 CHF | 30 000 | 30 000 | 14 232 | 14 232 | 32 329 CHF | 32 539 CHF | 86,96% | 86,96% |
19/12/2024 | 0,93% | 2,12 CHF | 2,13 CHF | 30 000 | 30 000 | 14 210 | 14 210 | 33 054 CHF | 33 302 CHF | 87,09% | 87,09% |
18/12/2024 | 0,60% | 3,08 CHF | 3,09 CHF | 30 000 | 30 000 | 14 185 | 14 185 | 43 020 CHF | 43 231 CHF | 84,97% | 84,97% |
17/12/2024 | 0,49% | 3,13 CHF | 3,14 CHF | 30 000 | 30 000 | 14 098 | 14 098 | 47 846 CHF | 48 056 CHF | 89,00% | 89,00% |
16/12/2024 | 0,58% | 3,49 CHF | 3,50 CHF | 30 000 | 30 000 | 15 436 | 15 436 | 46 890 CHF | 47 107 CHF | 69,19% | 69,19% |
13/12/2024 | 0,68% | 2,63 CHF | 2,64 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 37 705 CHF | 37 915 CHF | 89,75% | 89,75% |
12/12/2024 | 0,67% | 2,78 CHF | 2,79 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 38 516 CHF | 38 725 CHF | 89,76% | 89,76% |
11/12/2024 | 0,85% | 2,46 CHF | 2,47 CHF | 30 000 | 30 000 | 14 700 | 14 700 | 33 001 CHF | 33 214 CHF | 78,98% | 78,98% |
10/12/2024 | 0,65% | 2,47 CHF | 2,48 CHF | 30 000 | 30 000 | 11 738 | 11 738 | 33 796 CHF | 33 993 CHF | 72,48% | 72,48% |