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 | 3.63% | 0.63 CHF | 0.65 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 7'442 CHF | 7'719 CHF | 99.14% | 99.14% |
20.12.2024 | 5.99% | 0.64 CHF | 0.66 CHF | 20'000 | 20'000 | 11'594 | 11'594 | 4'913 CHF | 5'180 CHF | 94.93% | 94.93% |
19.12.2024 | 8.15% | 0.44 CHF | 0.49 CHF | 20'000 | 20'000 | 11'600 | 11'600 | 5'825 CHF | 6'323 CHF | 100.00% | 100.00% |
18.12.2024 | 3.72% | 0.60 CHF | 0.63 CHF | 20'000 | 20'000 | 11'702 | 11'702 | 7'325 CHF | 7'608 CHF | 98.45% | 98.45% |
17.12.2024 | 3.64% | 0.66 CHF | 0.69 CHF | 20'000 | 20'000 | 10'040 | 10'040 | 6'786 CHF | 7'044 CHF | 95.72% | 95.72% |
16.12.2024 | 3.77% | 0.79 CHF | 0.82 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 7'284 CHF | 7'553 CHF | 100.00% | 100.00% |
13.12.2024 | 3.36% | 0.69 CHF | 0.72 CHF | 20'000 | 20'000 | 9'917 | 9'917 | 7'343 CHF | 7'597 CHF | 100.00% | 100.00% |
12.12.2024 | 3.49% | 0.79 CHF | 0.81 CHF | 20'000 | 20'000 | 9'916 | 9'916 | 7'503 CHF | 7'767 CHF | 100.00% | 100.00% |