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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.12.2024 | 1.27% | 4.41 CHF | 4.47 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 89'887 CHF | 45'519 CHF | 99.58% | 99.58% |
16.12.2024 | 1.26% | 4.59 CHF | 4.64 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 93'736 CHF | 47'461 CHF | 100.00% | 100.00% |
13.12.2024 | 1.25% | 4.67 CHF | 4.73 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 95'765 CHF | 48'487 CHF | 100.00% | 100.00% |
12.12.2024 | 1.30% | 4.78 CHF | 4.83 CHF | 20'000 | 10'000 | 20'000 | 9'552 | 94'681 CHF | 45'776 CHF | 97.51% | 97.51% |
11.12.2024 | 1.19% | 4.58 CHF | 4.64 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 91'835 CHF | 46'466 CHF | 99.03% | 99.03% |
10.12.2024 | 1.36% | 4.47 CHF | 4.53 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 91'415 CHF | 46'334 CHF | 100.00% | 100.00% |
09.12.2024 | 1.25% | 4.91 CHF | 4.97 CHF | 20'000 | 10'000 | 10'638 | 10'000 | 54'162 CHF | 51'667 CHF | 100.00% | 100.00% |
06.12.2024 | 1.24% | 5.03 CHF | 5.09 CHF | 10'000 | 7'500 | 10'075 | 7'500 | 52'084 CHF | 39'268 CHF | 99.40% | 99.40% |
05.12.2024 | 1.23% | 5.09 CHF | 5.16 CHF | 10'000 | 10'000 | 10'159 | 10'000 | 51'607 CHF | 51'442 CHF | 99.19% | 99.19% |
04.12.2024 | 1.25% | 4.99 CHF | 5.05 CHF | 20'000 | 10'000 | 10'894 | 10'000 | 55'064 CHF | 51'245 CHF | 87.01% | 87.01% |