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 | 2.04% | 1.10 CHF | 1.12 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 12'895 CHF | 13'161 CHF | 99.14% | 99.14% |
20.12.2024 | 3.05% | 1.10 CHF | 1.13 CHF | 20'000 | 20'000 | 11'550 | 11'550 | 10'240 CHF | 10'539 CHF | 97.63% | 97.63% |
19.12.2024 | 4.69% | 0.91 CHF | 0.96 CHF | 20'000 | 20'000 | 11'600 | 11'600 | 11'226 CHF | 11'761 CHF | 100.00% | 100.00% |
18.12.2024 | 2.41% | 1.07 CHF | 1.10 CHF | 20'000 | 20'000 | 11'702 | 11'702 | 12'764 CHF | 13'075 CHF | 98.49% | 98.49% |
17.12.2024 | 2.30% | 1.13 CHF | 1.16 CHF | 20'000 | 20'000 | 9'943 | 9'943 | 11'368 CHF | 11'633 CHF | 98.70% | 98.70% |
16.12.2024 | 2.10% | 1.26 CHF | 1.28 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 11'908 CHF | 12'157 CHF | 100.00% | 100.00% |
13.12.2024 | 2.06% | 1.16 CHF | 1.18 CHF | 20'000 | 20'000 | 9'917 | 9'917 | 11'961 CHF | 12'209 CHF | 100.00% | 100.00% |
12.12.2024 | 1.90% | 1.25 CHF | 1.28 CHF | 20'000 | 20'000 | 9'916 | 9'916 | 12'101 CHF | 12'341 CHF | 100.00% | 100.00% |