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 | 1.98% | 1.89 CHF | 1.90 CHF | 30'000 | 30'000 | 14'231 | 14'231 | 16'376 CHF | 16'586 CHF | 86.94% | 86.94% |
19.12.2024 | 2.06% | 0.99 CHF | 1.00 CHF | 30'000 | 30'000 | 14'203 | 14'203 | 17'063 CHF | 17'339 CHF | 87.05% | 87.05% |
18.12.2024 | 0.96% | 1.96 CHF | 1.97 CHF | 30'000 | 30'000 | 14'186 | 14'186 | 27'147 CHF | 27'358 CHF | 84.96% | 84.96% |
17.12.2024 | 0.71% | 2.01 CHF | 2.02 CHF | 30'000 | 30'000 | 14'096 | 14'096 | 32'024 CHF | 32'234 CHF | 89.00% | 89.00% |
16.12.2024 | 0.95% | 2.37 CHF | 2.38 CHF | 30'000 | 30'000 | 15'440 | 15'440 | 29'637 CHF | 29'854 CHF | 69.11% | 69.11% |
13.12.2024 | 1.19% | 1.52 CHF | 1.53 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 21'986 CHF | 22'195 CHF | 89.74% | 89.74% |
12.12.2024 | 1.14% | 1.67 CHF | 1.68 CHF | 30'000 | 30'000 | 14'054 | 14'054 | 22'914 CHF | 23'124 CHF | 89.74% | 89.74% |
11.12.2024 | 1.89% | 1.35 CHF | 1.36 CHF | 30'000 | 30'000 | 14'703 | 14'703 | 16'770 CHF | 16'984 CHF | 78.94% | 78.94% |
10.12.2024 | 1.06% | 1.37 CHF | 1.38 CHF | 30'000 | 30'000 | 11'739 | 11'739 | 20'884 CHF | 21'080 CHF | 72.47% | 72.47% |
09.12.2024 | 0.93% | 1.03 CHF | 1.04 CHF | 30'000 | 30'000 | 16'576 | 16'576 | 29'378 CHF | 29'602 CHF | 59.66% | 59.66% |