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 | 0.85% | 3.04 CHF | 3.05 CHF | 30'000 | 30'000 | 14'231 | 14'231 | 32'710 CHF | 32'920 CHF | 86.95% | 86.95% |
19.12.2024 | 1.06% | 2.14 CHF | 2.15 CHF | 30'000 | 30'000 | 14'209 | 14'209 | 33'418 CHF | 33'694 CHF | 87.08% | 87.08% |
18.12.2024 | 0.59% | 3.11 CHF | 3.12 CHF | 30'000 | 30'000 | 14'186 | 14'186 | 43'404 CHF | 43'615 CHF | 84.96% | 84.96% |
17.12.2024 | 0.48% | 3.15 CHF | 3.16 CHF | 30'000 | 30'000 | 14'096 | 14'096 | 48'205 CHF | 48'415 CHF | 89.01% | 89.01% |
16.12.2024 | 0.58% | 3.51 CHF | 3.52 CHF | 30'000 | 30'000 | 15'438 | 15'438 | 47'304 CHF | 47'521 CHF | 69.15% | 69.15% |
13.12.2024 | 0.67% | 2.66 CHF | 2.67 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 38'085 CHF | 38'294 CHF | 89.75% | 89.75% |
12.12.2024 | 0.66% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 38'888 CHF | 39'097 CHF | 89.75% | 89.75% |
11.12.2024 | 0.84% | 2.48 CHF | 2.49 CHF | 30'000 | 30'000 | 14'702 | 14'702 | 33'391 CHF | 33'605 CHF | 78.95% | 78.95% |
10.12.2024 | 0.65% | 2.50 CHF | 2.51 CHF | 30'000 | 30'000 | 11'739 | 11'739 | 34'117 CHF | 34'313 CHF | 72.47% | 72.47% |
09.12.2024 | 0.56% | 2.15 CHF | 2.16 CHF | 30'000 | 30'000 | 16'576 | 16'576 | 47'995 CHF | 48'218 CHF | 59.66% | 59.66% |