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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.12.2024 | 0.49% | 4.53 CHF | 4.54 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 53'934 CHF | 54'144 CHF | 86.96% | 86.96% |
19.12.2024 | 0.56% | 3.64 CHF | 3.65 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 54'679 CHF | 54'927 CHF | 87.09% | 87.09% |
18.12.2024 | 0.40% | 4.60 CHF | 4.61 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 64'526 CHF | 64'737 CHF | 84.97% | 84.97% |
17.12.2024 | 0.34% | 4.64 CHF | 4.65 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 69'254 CHF | 69'464 CHF | 89.00% | 89.00% |
16.12.2024 | 0.38% | 5.00 CHF | 5.01 CHF | 30'000 | 30'000 | 15'436 | 15'436 | 70'265 CHF | 70'482 CHF | 69.18% | 69.18% |
13.12.2024 | 0.43% | 4.15 CHF | 4.16 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 58'984 CHF | 59'193 CHF | 89.75% | 89.75% |
12.12.2024 | 0.43% | 4.29 CHF | 4.30 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 59'657 CHF | 59'866 CHF | 89.75% | 89.75% |
11.12.2024 | 0.49% | 3.95 CHF | 3.96 CHF | 30'000 | 30'000 | 14'700 | 14'700 | 54'998 CHF | 55'211 CHF | 78.97% | 78.97% |
10.12.2024 | 0.43% | 3.96 CHF | 3.97 CHF | 30'000 | 30'000 | 11'784 | 11'784 | 51'501 CHF | 51'696 CHF | 71.63% | 71.63% |
09.12.2024 | 0.37% | 3.60 CHF | 3.61 CHF | 30'000 | 30'000 | 16'575 | 16'575 | 72'186 CHF | 72'409 CHF | 59.67% | 59.67% |