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 | 4.48% | 0.60 CHF | 0.62 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 6'736 CHF | 7'039 CHF | 99.14% | 99.14% |
20.12.2024 | 2.90% | 0.58 CHF | 0.61 CHF | 20'000 | 20'000 | 11'550 | 11'550 | 9'200 CHF | 9'475 CHF | 97.63% | 97.63% |
19.12.2024 | 6.53% | 0.76 CHF | 0.80 CHF | 20'000 | 20'000 | 11'600 | 11'600 | 8'100 CHF | 8'642 CHF | 100.00% | 100.00% |
18.12.2024 | 4.46% | 0.61 CHF | 0.64 CHF | 20'000 | 20'000 | 11'702 | 11'702 | 6'945 CHF | 7'256 CHF | 98.45% | 98.45% |
17.12.2024 | 4.90% | 0.56 CHF | 0.59 CHF | 20'000 | 20'000 | 10'040 | 10'040 | 5'513 CHF | 5'774 CHF | 95.72% | 95.72% |
16.12.2024 | 4.61% | 0.43 CHF | 0.46 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 4'799 CHF | 5'036 CHF | 100.00% | 100.00% |
13.12.2024 | 5.32% | 0.53 CHF | 0.56 CHF | 20'000 | 20'000 | 9'917 | 9'917 | 4'812 CHF | 5'072 CHF | 100.00% | 100.00% |
12.12.2024 | 5.62% | 0.43 CHF | 0.46 CHF | 20'000 | 20'000 | 10'582 | 10'582 | 4'894 CHF | 5'178 CHF | 78.39% | 78.39% |
11.12.2024 | 3.80% | 0.47 CHF | 0.50 CHF | 20'000 | 20'000 | 11'621 | 11'621 | 7'171 CHF | 7'457 CHF | 99.97% | 99.97% |
10.12.2024 | 3.81% | 0.64 CHF | 0.67 CHF | 20'000 | 20'000 | 11'611 | 11'611 | 7'691 CHF | 7'985 CHF | 100.00% | 100.00% |