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 | 4.94% | 1.28 CHF | 1.29 CHF | 30'000 | 30'000 | 16'601 | 16'601 | 10'763 CHF | 10'986 CHF | 59.85% | 82.91% |
19.12.2024 | 4.21% | 0.38 CHF | 0.39 CHF | 30'000 | 30'000 | 14'172 | 14'172 | 8'441 CHF | 8'717 CHF | 86.88% | 87.08% |
18.12.2024 | 1.42% | 1.36 CHF | 1.37 CHF | 30'000 | 30'000 | 14'186 | 14'186 | 18'582 CHF | 18'793 CHF | 84.96% | 84.96% |
17.12.2024 | 0.94% | 1.40 CHF | 1.41 CHF | 30'000 | 30'000 | 14'096 | 14'096 | 23'481 CHF | 23'691 CHF | 89.01% | 89.01% |
16.12.2024 | 1.45% | 1.76 CHF | 1.77 CHF | 30'000 | 30'000 | 15'438 | 15'438 | 20'303 CHF | 20'520 CHF | 69.15% | 69.15% |