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 | 3.98% | 1.57 CHF | 1.63 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 61'077 CHF | 31'778 CHF | 100.00% | 100.00% |
20.12.2024 | 3.71% | 1.54 CHF | 1.60 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 57'058 CHF | 29'605 CHF | 98.78% | 98.78% |
19.12.2024 | 4.65% | 1.37 CHF | 1.43 CHF | 40'000 | 20'000 | 39'890 | 19'963 | 57'254 CHF | 30'015 CHF | 98.44% | 98.44% |
18.12.2024 | 4.27% | 1.70 CHF | 1.78 CHF | 30'000 | 10'000 | 30'122 | 10'000 | 57'643 CHF | 19'981 CHF | 100.00% | 100.00% |
17.12.2024 | 4.00% | 2.10 CHF | 2.19 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 66'208 CHF | 22'969 CHF | 99.39% | 99.39% |
16.12.2024 | 4.08% | 2.29 CHF | 2.38 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 67'066 CHF | 23'285 CHF | 99.38% | 99.38% |
13.12.2024 | 3.90% | 2.33 CHF | 2.42 CHF | 30'000 | 10'000 | 28'643 | 10'000 | 69'590 CHF | 25'308 CHF | 100.00% | 100.00% |
12.12.2024 | 5.28% | 2.44 CHF | 2.58 CHF | 30'000 | 7'500 | 20'153 | 7'277 | 54'105 CHF | 20'559 CHF | 97.51% | 97.51% |
11.12.2024 | 4.20% | 3.20 CHF | 3.36 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 70'661 CHF | 27'633 CHF | 99.33% | 99.33% |
10.12.2024 | 4.36% | 3.68 CHF | 3.83 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 71'271 CHF | 27'917 CHF | 99.38% | 99.38% |