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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 3.47% | 0.77 CHF | 0.79 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 9'086 CHF | 9'406 CHF | 99.14% | 99.14% |
20.12.2024 | 4.42% | 0.78 CHF | 0.80 CHF | 20'000 | 20'000 | 11'595 | 11'595 | 6'558 CHF | 6'830 CHF | 94.85% | 94.85% |
19.12.2024 | 6.38% | 0.59 CHF | 0.63 CHF | 20'000 | 20'000 | 11'574 | 11'574 | 7'447 CHF | 7'941 CHF | 99.69% | 99.69% |
18.12.2024 | 3.01% | 0.75 CHF | 0.77 CHF | 20'000 | 20'000 | 11'702 | 11'702 | 8'981 CHF | 9'259 CHF | 98.45% | 98.45% |
17.12.2024 | 2.98% | 0.80 CHF | 0.83 CHF | 20'000 | 20'000 | 10'040 | 10'040 | 8'219 CHF | 8'477 CHF | 95.72% | 95.72% |
16.12.2024 | 2.86% | 0.93 CHF | 0.96 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 8'694 CHF | 8'947 CHF | 100.00% | 100.00% |
13.12.2024 | 3.00% | 0.83 CHF | 0.86 CHF | 20'000 | 20'000 | 9'917 | 9'917 | 8'739 CHF | 9'005 CHF | 100.00% | 100.00% |
12.12.2024 | 2.83% | 0.93 CHF | 0.96 CHF | 20'000 | 20'000 | 9'916 | 9'916 | 8'902 CHF | 9'159 CHF | 100.00% | 100.00% |
11.12.2024 | 3.78% | 0.88 CHF | 0.90 CHF | 20'000 | 20'000 | 11'621 | 11'621 | 8'526 CHF | 8'837 CHF | 99.97% | 99.97% |
10.12.2024 | 3.91% | 0.71 CHF | 0.73 CHF | 20'000 | 20'000 | 11'611 | 11'611 | 7'943 CHF | 8'256 CHF | 100.00% | 100.00% |