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 | 6.07% | 0.43 CHF | 0.46 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 4'809 CHF | 5'106 CHF | 99.14% | 99.14% |
20.12.2024 | 4.07% | 0.42 CHF | 0.44 CHF | 20'000 | 20'000 | 11'550 | 11'550 | 7'270 CHF | 7'576 CHF | 97.63% | 97.63% |
19.12.2024 | 7.64% | 0.59 CHF | 0.64 CHF | 20'000 | 20'000 | 11'582 | 11'582 | 6'191 CHF | 6'685 CHF | 99.78% | 99.78% |
18.12.2024 | 5.45% | 0.45 CHF | 0.47 CHF | 20'000 | 20'000 | 11'790 | 11'790 | 5'051 CHF | 5'333 CHF | 96.84% | 96.84% |
17.12.2024 | 7.33% | 0.39 CHF | 0.42 CHF | 20'000 | 20'000 | 10'040 | 10'040 | 3'832 CHF | 4'098 CHF | 95.73% | 95.73% |
16.12.2024 | 7.86% | 0.26 CHF | 0.29 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 3'148 CHF | 3'411 CHF | 100.00% | 100.00% |
13.12.2024 | 7.66% | 0.37 CHF | 0.39 CHF | 20'000 | 20'000 | 9'948 | 9'948 | 3'168 CHF | 3'419 CHF | 98.73% | 98.73% |
12.12.2024 | 8.43% | 0.27 CHF | 0.29 CHF | 20'000 | 20'000 | 10'582 | 10'582 | 3'137 CHF | 3'413 CHF | 78.39% | 78.39% |
11.12.2024 | 5.26% | 0.31 CHF | 0.33 CHF | 20'000 | 20'000 | 11'624 | 11'624 | 5'250 CHF | 5'542 CHF | 99.80% | 99.80% |
10.12.2024 | 4.57% | 0.48 CHF | 0.50 CHF | 20'000 | 20'000 | 11'629 | 11'629 | 5'789 CHF | 6'066 CHF | 99.50% | 99.50% |