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 | 0.57% | 4.02 CHF | 4.03 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 46'712 CHF | 46'922 CHF | 86.96% | 86.96% |
19.12.2024 | 0.65% | 3.13 CHF | 3.14 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 47'452 CHF | 47'700 CHF | 87.09% | 87.09% |
18.12.2024 | 0.45% | 4.09 CHF | 4.10 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 57'336 CHF | 57'547 CHF | 84.97% | 84.97% |
17.12.2024 | 0.38% | 4.14 CHF | 4.15 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 62'101 CHF | 62'311 CHF | 89.00% | 89.00% |
16.12.2024 | 0.43% | 4.49 CHF | 4.50 CHF | 30'000 | 30'000 | 15'436 | 15'436 | 62'452 CHF | 62'669 CHF | 69.18% | 69.18% |
13.12.2024 | 0.49% | 3.64 CHF | 3.65 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 51'875 CHF | 52'084 CHF | 89.75% | 89.75% |
12.12.2024 | 0.48% | 3.79 CHF | 3.80 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 52'594 CHF | 52'803 CHF | 89.75% | 89.75% |
11.12.2024 | 0.57% | 3.45 CHF | 3.46 CHF | 30'000 | 30'000 | 14'700 | 14'700 | 47'645 CHF | 47'858 CHF | 78.97% | 78.97% |
10.12.2024 | 0.48% | 3.46 CHF | 3.47 CHF | 30'000 | 30'000 | 11'784 | 11'784 | 45'631 CHF | 45'827 CHF | 71.63% | 71.63% |
09.12.2024 | 0.42% | 3.11 CHF | 3.12 CHF | 30'000 | 30'000 | 16'582 | 16'582 | 63'982 CHF | 64'206 CHF | 59.62% | 59.62% |