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 | 2.07% | 1.22 CHF | 1.25 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 13'987 CHF | 14'281 CHF | 99.14% | 99.14% |
20.12.2024 | 1.79% | 1.20 CHF | 1.23 CHF | 20'000 | 20'000 | 11'600 | 11'600 | 16'441 CHF | 16'742 CHF | 100.00% | 100.00% |
19.12.2024 | 3.20% | 1.38 CHF | 1.43 CHF | 20'000 | 20'000 | 11'582 | 11'582 | 15'330 CHF | 15'831 CHF | 99.78% | 99.78% |
18.12.2024 | 2.15% | 1.23 CHF | 1.26 CHF | 20'000 | 20'000 | 11'702 | 11'702 | 14'210 CHF | 14'514 CHF | 98.49% | 98.49% |
17.12.2024 | 2.30% | 1.18 CHF | 1.21 CHF | 20'000 | 20'000 | 9'943 | 9'943 | 11'639 CHF | 11'902 CHF | 98.70% | 98.70% |
16.12.2024 | 2.10% | 1.05 CHF | 1.08 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 10'935 CHF | 11'174 CHF | 100.00% | 100.00% |
13.12.2024 | 2.36% | 1.15 CHF | 1.18 CHF | 20'000 | 20'000 | 9'917 | 9'917 | 10'960 CHF | 11'219 CHF | 100.00% | 100.00% |
12.12.2024 | 2.25% | 1.05 CHF | 1.07 CHF | 20'000 | 20'000 | 9'916 | 9'916 | 10'707 CHF | 10'950 CHF | 100.00% | 100.00% |
11.12.2024 | 2.10% | 1.08 CHF | 1.11 CHF | 20'000 | 20'000 | 11'621 | 11'621 | 14'280 CHF | 14'590 CHF | 99.97% | 99.97% |
10.12.2024 | 2.00% | 1.25 CHF | 1.28 CHF | 20'000 | 20'000 | 11'611 | 11'611 | 14'777 CHF | 15'072 CHF | 100.00% | 100.00% |