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 | 0.74% | 3.35 CHF | 3.36 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 37'102 CHF | 37'312 CHF | 86.96% | 86.96% |
19.12.2024 | 0.81% | 2.45 CHF | 2.46 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 37'834 CHF | 38'082 CHF | 87.09% | 87.09% |
18.12.2024 | 0.54% | 3.42 CHF | 3.43 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 47'775 CHF | 47'986 CHF | 84.97% | 84.97% |
17.12.2024 | 0.45% | 3.46 CHF | 3.47 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 52'564 CHF | 52'774 CHF | 89.00% | 89.00% |
16.12.2024 | 0.52% | 3.82 CHF | 3.83 CHF | 30'000 | 30'000 | 15'436 | 15'436 | 52'046 CHF | 52'263 CHF | 69.18% | 69.18% |
13.12.2024 | 0.60% | 2.97 CHF | 2.98 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 42'402 CHF | 42'612 CHF | 89.75% | 89.75% |
12.12.2024 | 0.59% | 3.12 CHF | 3.13 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 43'186 CHF | 43'395 CHF | 89.75% | 89.75% |
11.12.2024 | 0.73% | 2.79 CHF | 2.80 CHF | 30'000 | 30'000 | 14'700 | 14'700 | 37'854 CHF | 38'067 CHF | 78.98% | 78.98% |
10.12.2024 | 0.59% | 2.80 CHF | 2.81 CHF | 30'000 | 30'000 | 11'738 | 11'738 | 37'660 CHF | 37'856 CHF | 72.48% | 72.48% |
09.12.2024 | 0.51% | 2.45 CHF | 2.46 CHF | 30'000 | 30'000 | 16'582 | 16'582 | 53'007 CHF | 53'230 CHF | 59.62% | 59.62% |