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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.12.2024 | 1.41% | 2.23 CHF | 2.24 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 21'247 CHF | 21'457 CHF | 86.96% | 86.96% |
19.12.2024 | 1.39% | 1.33 CHF | 1.34 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 21'958 CHF | 22'206 CHF | 87.09% | 87.09% |
18.12.2024 | 0.81% | 2.30 CHF | 2.31 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 31'995 CHF | 32'206 CHF | 84.97% | 84.97% |
17.12.2024 | 0.62% | 2.35 CHF | 2.36 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 36'862 CHF | 37'072 CHF | 89.00% | 89.00% |
16.12.2024 | 0.80% | 2.71 CHF | 2.72 CHF | 30'000 | 30'000 | 15'436 | 15'436 | 34'893 CHF | 35'110 CHF | 69.18% | 69.18% |
13.12.2024 | 0.97% | 1.86 CHF | 1.87 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 26'782 CHF | 26'991 CHF | 89.75% | 89.75% |
12.12.2024 | 0.94% | 2.01 CHF | 2.02 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 27'671 CHF | 27'881 CHF | 89.75% | 89.75% |
11.12.2024 | 1.38% | 1.69 CHF | 1.70 CHF | 30'000 | 30'000 | 14'700 | 14'700 | 21'718 CHF | 21'931 CHF | 78.98% | 78.98% |
10.12.2024 | 0.89% | 1.70 CHF | 1.71 CHF | 30'000 | 30'000 | 11'738 | 11'738 | 24'818 CHF | 25'015 CHF | 72.48% | 72.48% |
09.12.2024 | 0.78% | 1.36 CHF | 1.37 CHF | 30'000 | 30'000 | 16'575 | 16'575 | 34'909 CHF | 35'132 CHF | 59.67% | 59.67% |