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 | 2.71% | 1.64 CHF | 1.65 CHF | 30'000 | 30'000 | 14'489 | 14'489 | 13'326 CHF | 13'537 CHF | 82.89% | 86.96% |
19.12.2024 | 2.24% | 0.74 CHF | 0.75 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 13'571 CHF | 13'819 CHF | 87.09% | 87.09% |
18.12.2024 | 1.10% | 1.72 CHF | 1.73 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 23'669 CHF | 23'880 CHF | 84.97% | 84.97% |
17.12.2024 | 0.79% | 1.76 CHF | 1.77 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 28'556 CHF | 28'766 CHF | 89.00% | 89.00% |
16.12.2024 | 1.11% | 2.12 CHF | 2.13 CHF | 30'000 | 30'000 | 15'436 | 15'436 | 25'833 CHF | 26'050 CHF | 69.19% | 69.19% |