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 | 5.22% | 0.49 CHF | 0.52 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 5'862 CHF | 6'175 CHF | 99.14% | 99.14% |
20.12.2024 | 11.33% | 0.50 CHF | 0.53 CHF | 20'000 | 20'000 | 11'594 | 11'594 | 3'346 CHF | 3'647 CHF | 94.93% | 94.93% |
19.12.2024 | 12.21% | 0.31 CHF | 0.35 CHF | 20'000 | 20'000 | 11'600 | 11'600 | 4'241 CHF | 4'786 CHF | 100.00% | 100.00% |
18.12.2024 | 5.23% | 0.47 CHF | 0.50 CHF | 20'000 | 20'000 | 11'779 | 11'779 | 5'791 CHF | 6'103 CHF | 96.31% | 96.31% |
17.12.2024 | 4.74% | 0.53 CHF | 0.56 CHF | 20'000 | 20'000 | 10'040 | 10'040 | 5'439 CHF | 5'710 CHF | 95.73% | 95.73% |
16.12.2024 | 4.42% | 0.66 CHF | 0.68 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 5'974 CHF | 6'232 CHF | 100.00% | 100.00% |
13.12.2024 | 4.05% | 0.56 CHF | 0.59 CHF | 20'000 | 20'000 | 9'917 | 9'917 | 6'023 CHF | 6'273 CHF | 100.00% | 100.00% |
12.12.2024 | 4.48% | 0.66 CHF | 0.68 CHF | 20'000 | 20'000 | 9'916 | 9'916 | 6'188 CHF | 6'461 CHF | 100.00% | 100.00% |