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 | 2.60% | 0.96 CHF | 0.99 CHF | 20'000 | 20'000 | 11'614 | 11'614 | 11'332 CHF | 11'629 CHF | 99.14% | 99.14% |
20.12.2024 | 3.76% | 0.97 CHF | 0.99 CHF | 20'000 | 20'000 | 11'550 | 11'550 | 8'709 CHF | 9'016 CHF | 97.63% | 97.63% |
19.12.2024 | 5.40% | 0.78 CHF | 0.82 CHF | 20'000 | 20'000 | 11'600 | 11'600 | 9'691 CHF | 10'225 CHF | 100.00% | 100.00% |
18.12.2024 | 2.62% | 0.94 CHF | 0.96 CHF | 20'000 | 20'000 | 11'702 | 11'702 | 11'222 CHF | 11'520 CHF | 98.45% | 98.45% |
17.12.2024 | 2.47% | 1.00 CHF | 1.02 CHF | 20'000 | 20'000 | 10'040 | 10'040 | 10'147 CHF | 10'408 CHF | 95.73% | 95.73% |
16.12.2024 | 2.26% | 1.12 CHF | 1.15 CHF | 20'000 | 20'000 | 9'897 | 9'897 | 10'595 CHF | 10'841 CHF | 100.00% | 100.00% |