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 | 2.63% | 0.86 CHF | 0.88 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 10'108 CHF | 10'378 CHF | 99.14% | 99.14% |
20.12.2024 | 4.00% | 0.86 CHF | 0.89 CHF | 20'000 | 20'000 | 11'550 | 11'550 | 7'495 CHF | 7'777 CHF | 97.63% | 97.63% |
19.12.2024 | 5.91% | 0.67 CHF | 0.72 CHF | 20'000 | 20'000 | 11'600 | 11'600 | 8'464 CHF | 8'979 CHF | 100.00% | 100.00% |
18.12.2024 | 3.12% | 0.83 CHF | 0.86 CHF | 20'000 | 20'000 | 11'702 | 11'702 | 9'965 CHF | 10'281 CHF | 98.45% | 98.45% |
17.12.2024 | 2.79% | 0.89 CHF | 0.92 CHF | 20'000 | 20'000 | 10'040 | 10'040 | 9'083 CHF | 9'342 CHF | 95.73% | 95.73% |
16.12.2024 | 2.73% | 1.02 CHF | 1.04 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 9'547 CHF | 9'801 CHF | 100.00% | 100.00% |
13.12.2024 | 2.57% | 0.92 CHF | 0.95 CHF | 20'000 | 20'000 | 9'917 | 9'917 | 9'600 CHF | 9'851 CHF | 100.00% | 100.00% |
12.12.2024 | 2.64% | 1.01 CHF | 1.04 CHF | 20'000 | 20'000 | 9'916 | 9'916 | 9'752 CHF | 10'009 CHF | 100.00% | 100.00% |
11.12.2024 | 2.87% | 0.97 CHF | 0.99 CHF | 20'000 | 20'000 | 11'621 | 11'621 | 9'535 CHF | 9'803 CHF | 99.97% | 99.97% |
10.12.2024 | 2.83% | 0.79 CHF | 0.82 CHF | 20'000 | 20'000 | 11'611 | 11'611 | 8'953 CHF | 9'214 CHF | 100.00% | 100.00% |