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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 2.69% | 0.21 CHF | 0.33 CHF | 30'000 | 30'000 | 18'371 | 18'371 | 6'915 CHF | 7'099 CHF | 27.78% | 98.38% |
18.12.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 30'000 | 30'000 | 18'749 | 18'749 | 23'030 CHF | 23'217 CHF | 86.70% | 86.70% |
17.12.2024 | 0.82% | 1.18 CHF | 1.19 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 21'904 CHF | 22'086 CHF | 100.00% | 100.00% |
16.12.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 27'456 CHF | 27'638 CHF | 99.99% | 99.99% |
13.12.2024 | 0.62% | 1.54 CHF | 1.55 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 29'361 CHF | 29'543 CHF | 100.00% | 100.00% |
12.12.2024 | 0.59% | 1.76 CHF | 1.77 CHF | 30'000 | 30'000 | 18'169 | 18'169 | 31'432 CHF | 31'614 CHF | 100.00% | 100.00% |
11.12.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 30'000 | 30'000 | 18'099 | 18'099 | 33'628 CHF | 33'810 CHF | 99.15% | 99.15% |
10.12.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 35'828 CHF | 36'011 CHF | 100.00% | 100.00% |
09.12.2024 | 0.45% | 2.10 CHF | 2.11 CHF | 30'000 | 30'000 | 18'250 | 18'250 | 40'150 CHF | 40'333 CHF | 100.00% | 100.00% |
06.12.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 30'000 | 30'000 | 18'264 | 18'264 | 42'804 CHF | 42'987 CHF | 99.58% | 99.58% |