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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 38'000 | 38'000 | 45'327 | 45'307 | 16'277 CHF | 16'723 CHF | 76.67% | 76.83% |
18.12.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 54'681 CHF | 55'681 CHF | 94.59% | 94.59% |
17.12.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'055 CHF | 53'055 CHF | 100.00% | 100.00% |
16.12.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'391 CHF | 53'391 CHF | 100.00% | 100.00% |
13.12.2024 | 1.77% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'980 CHF | 56'980 CHF | 100.00% | 100.00% |
12.12.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'014 CHF | 64'014 CHF | 100.00% | 100.00% |
11.12.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'370 CHF | 62'370 CHF | 100.00% | 100.00% |
10.12.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'251 CHF | 56'251 CHF | 98.55% | 98.55% |
09.12.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 68'988 CHF | 69'988 CHF | 100.00% | 100.00% |
06.12.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'612 CHF | 66'612 CHF | 100.00% | 100.00% |