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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 4.20% | 0.57 CHF | 0.59 CHF | 10'000 | 10'000 | 5'969 | 5'969 | 3'620 CHF | 3'759 CHF | 94.97% | 94.97% |
18.12.2024 | 3.92% | 0.74 CHF | 0.75 CHF | 10'000 | 10'000 | 5'855 | 5'855 | 3'886 CHF | 4'022 CHF | 98.18% | 98.18% |
17.12.2024 | 4.75% | 0.71 CHF | 0.72 CHF | 10'000 | 10'000 | 6'191 | 6'191 | 3'248 CHF | 3'383 CHF | 87.01% | 87.01% |
16.12.2024 | 4.70% | 0.54 CHF | 0.55 CHF | 10'000 | 10'000 | 5'829 | 5'829 | 3'070 CHF | 3'200 CHF | 98.88% | 98.88% |
13.12.2024 | 3.71% | 0.60 CHF | 0.61 CHF | 10'000 | 10'000 | 6'455 | 6'455 | 4'017 CHF | 4'158 CHF | 73.61% | 73.61% |
12.12.2024 | 2.96% | 0.84 CHF | 0.86 CHF | 10'000 | 10'000 | 6'139 | 6'139 | 5'142 CHF | 5'282 CHF | 87.97% | 87.97% |
11.12.2024 | 3.65% | 0.68 CHF | 0.69 CHF | 10'000 | 10'000 | 5'847 | 5'847 | 3'831 CHF | 3'965 CHF | 96.77% | 96.77% |
10.12.2024 | 2.56% | 0.91 CHF | 0.92 CHF | 10'000 | 10'000 | 5'830 | 5'830 | 5'679 CHF | 5'808 CHF | 98.83% | 98.83% |
09.12.2024 | 1.81% | 1.51 CHF | 1.52 CHF | 10'000 | 10'000 | 6'305 | 6'305 | 8'474 CHF | 8'607 CHF | 79.36% | 79.36% |