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 | 0.53% | 4.26 CHF | 4.27 CHF | 30'000 | 30'000 | 14'231 | 14'231 | 50'050 CHF | 50'260 CHF | 86.94% | 86.94% |
19.12.2024 | 0.70% | 3.36 CHF | 3.37 CHF | 30'000 | 30'000 | 14'209 | 14'209 | 50'776 CHF | 51'052 CHF | 87.08% | 87.08% |
18.12.2024 | 0.42% | 4.32 CHF | 4.33 CHF | 30'000 | 30'000 | 14'186 | 14'186 | 60'661 CHF | 60'872 CHF | 84.96% | 84.96% |
17.12.2024 | 0.36% | 4.37 CHF | 4.38 CHF | 30'000 | 30'000 | 14'096 | 14'096 | 65'390 CHF | 65'600 CHF | 89.00% | 89.00% |
16.12.2024 | 0.41% | 4.73 CHF | 4.74 CHF | 30'000 | 30'000 | 15'440 | 15'440 | 66'077 CHF | 66'294 CHF | 69.12% | 69.12% |
13.12.2024 | 0.46% | 3.87 CHF | 3.88 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 55'150 CHF | 55'359 CHF | 89.74% | 89.74% |
12.12.2024 | 0.45% | 4.02 CHF | 4.03 CHF | 30'000 | 30'000 | 14'054 | 14'054 | 55'860 CHF | 56'070 CHF | 89.74% | 89.74% |
11.12.2024 | 0.53% | 3.68 CHF | 3.69 CHF | 30'000 | 30'000 | 14'703 | 14'703 | 51'067 CHF | 51'280 CHF | 78.94% | 78.94% |
10.12.2024 | 0.46% | 3.70 CHF | 3.71 CHF | 30'000 | 30'000 | 11'784 | 11'784 | 48'352 CHF | 48'548 CHF | 71.63% | 71.63% |
09.12.2024 | 0.40% | 3.34 CHF | 3.35 CHF | 30'000 | 30'000 | 16'581 | 16'581 | 67'802 CHF | 68'025 CHF | 59.62% | 59.62% |