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 | 2.84% | 1.64 CHF | 1.65 CHF | 30'000 | 30'000 | 14'230 | 14'230 | 12'772 CHF | 12'982 CHF | 86.93% | 86.93% |
19.12.2024 | 2.61% | 0.74 CHF | 0.75 CHF | 30'000 | 30'000 | 14'208 | 14'208 | 13'460 CHF | 13'736 CHF | 87.07% | 87.07% |
18.12.2024 | 1.11% | 1.71 CHF | 1.72 CHF | 30'000 | 30'000 | 14'186 | 14'186 | 23'563 CHF | 23'773 CHF | 84.96% | 84.96% |
17.12.2024 | 0.79% | 1.75 CHF | 1.76 CHF | 30'000 | 30'000 | 14'096 | 14'096 | 28'449 CHF | 28'658 CHF | 89.00% | 89.00% |
16.12.2024 | 1.11% | 2.12 CHF | 2.13 CHF | 30'000 | 30'000 | 15'441 | 15'441 | 25'733 CHF | 25'950 CHF | 69.10% | 69.10% |
13.12.2024 | 1.44% | 1.26 CHF | 1.27 CHF | 30'000 | 30'000 | 14'054 | 14'054 | 18'443 CHF | 18'652 CHF | 89.74% | 89.74% |
12.12.2024 | 1.36% | 1.42 CHF | 1.43 CHF | 30'000 | 30'000 | 14'054 | 14'054 | 19'378 CHF | 19'588 CHF | 89.74% | 89.74% |