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 | 0.63% | 3.73 CHF | 3.74 CHF | 30'000 | 30'000 | 14'231 | 14'231 | 42'602 CHF | 42'811 CHF | 86.95% | 86.95% |
19.12.2024 | 0.82% | 2.84 CHF | 2.85 CHF | 30'000 | 30'000 | 14'209 | 14'209 | 43'330 CHF | 43'606 CHF | 87.08% | 87.08% |
18.12.2024 | 0.48% | 3.80 CHF | 3.81 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 53'248 CHF | 53'459 CHF | 84.97% | 84.97% |
17.12.2024 | 0.41% | 3.85 CHF | 3.86 CHF | 30'000 | 30'000 | 14'097 | 14'097 | 58'026 CHF | 58'236 CHF | 89.01% | 89.01% |
16.12.2024 | 0.47% | 4.21 CHF | 4.22 CHF | 30'000 | 30'000 | 15'437 | 15'437 | 58'011 CHF | 58'228 CHF | 69.16% | 69.16% |
13.12.2024 | 0.53% | 3.35 CHF | 3.36 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 47'823 CHF | 48'033 CHF | 89.75% | 89.75% |
12.12.2024 | 0.52% | 3.50 CHF | 3.51 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 48'578 CHF | 48'788 CHF | 89.75% | 89.75% |
11.12.2024 | 0.63% | 3.17 CHF | 3.18 CHF | 30'000 | 30'000 | 14'701 | 14'701 | 43'479 CHF | 43'692 CHF | 78.97% | 78.97% |
10.12.2024 | 0.52% | 3.18 CHF | 3.19 CHF | 30'000 | 30'000 | 11'739 | 11'739 | 42'134 CHF | 42'330 CHF | 72.47% | 72.47% |
09.12.2024 | 0.46% | 2.83 CHF | 2.84 CHF | 30'000 | 30'000 | 16'582 | 16'582 | 59'311 CHF | 59'534 CHF | 59.61% | 59.61% |