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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.12.2024 | 2.00% | 2.63 CHF | 2.68 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 54'481 CHF | 27'790 CHF | 100.00% | 100.00% |
13.12.2024 | 1.98% | 2.71 CHF | 2.77 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 56'466 CHF | 28'798 CHF | 100.00% | 100.00% |
12.12.2024 | 2.04% | 2.81 CHF | 2.87 CHF | 20'000 | 10'000 | 20'000 | 9'632 | 55'512 CHF | 27'258 CHF | 97.51% | 97.51% |
11.12.2024 | 1.90% | 2.64 CHF | 2.69 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 52'897 CHF | 26'957 CHF | 99.03% | 99.03% |
10.12.2024 | 2.28% | 2.54 CHF | 2.60 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 52'743 CHF | 26'979 CHF | 100.00% | 100.00% |
09.12.2024 | 1.94% | 2.96 CHF | 3.03 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 63'165 CHF | 32'202 CHF | 100.00% | 100.00% |
06.12.2024 | 1.98% | 3.09 CHF | 3.15 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 64'600 CHF | 24'710 CHF | 99.40% | 99.40% |
05.12.2024 | 1.97% | 3.15 CHF | 3.22 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 62'853 CHF | 32'051 CHF | 99.19% | 99.19% |
04.12.2024 | 1.97% | 3.05 CHF | 3.11 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 62'485 CHF | 31'863 CHF | 87.01% | 87.01% |
03.12.2024 | 1.86% | 3.08 CHF | 3.13 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 62'131 CHF | 31'648 CHF | 96.34% | 96.34% |