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 | 3.76% | 0.26 CHF | 0.27 CHF | 56'000 | 56'000 | 55'842 | 55'842 | 14'611 CHF | 15'170 CHF | 100.00% | 100.00% |
18.12.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 55'000 | 55'000 | 54'409 | 54'409 | 19'485 CHF | 20'030 CHF | 100.00% | 100.00% |
17.12.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 55'000 | 55'000 | 54'107 | 54'107 | 18'985 CHF | 19'526 CHF | 100.00% | 100.00% |
16.12.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 54'000 | 54'000 | 54'420 | 54'420 | 19'932 CHF | 20'477 CHF | 100.00% | 100.00% |
13.12.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 54'000 | 54'000 | 53'936 | 53'936 | 21'593 CHF | 22'133 CHF | 99.74% | 99.74% |