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 | 1.51% | 2.15 CHF | 2.16 CHF | 30'000 | 30'000 | 14'231 | 14'231 | 20'126 CHF | 20'336 CHF | 86.94% | 86.94% |
19.12.2024 | 1.69% | 1.26 CHF | 1.27 CHF | 30'000 | 30'000 | 14'209 | 14'209 | 20'816 CHF | 21'092 CHF | 87.08% | 87.08% |
18.12.2024 | 0.84% | 2.23 CHF | 2.24 CHF | 30'000 | 30'000 | 14'186 | 14'186 | 30'882 CHF | 31'093 CHF | 84.96% | 84.96% |
17.12.2024 | 0.64% | 2.27 CHF | 2.28 CHF | 30'000 | 30'000 | 14'096 | 14'096 | 35'744 CHF | 35'954 CHF | 89.01% | 89.01% |
16.12.2024 | 0.83% | 2.63 CHF | 2.64 CHF | 30'000 | 30'000 | 15'439 | 15'439 | 33'689 CHF | 33'906 CHF | 69.14% | 69.14% |
13.12.2024 | 1.01% | 1.78 CHF | 1.79 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 25'688 CHF | 25'897 CHF | 89.74% | 89.74% |
12.12.2024 | 0.98% | 1.93 CHF | 1.94 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 26'580 CHF | 26'789 CHF | 89.75% | 89.75% |
11.12.2024 | 1.47% | 1.61 CHF | 1.62 CHF | 30'000 | 30'000 | 14'702 | 14'702 | 20'585 CHF | 20'799 CHF | 78.95% | 78.95% |
10.12.2024 | 0.93% | 1.63 CHF | 1.64 CHF | 30'000 | 30'000 | 11'739 | 11'739 | 23'921 CHF | 24'117 CHF | 72.47% | 72.47% |
09.12.2024 | 0.81% | 1.28 CHF | 1.29 CHF | 30'000 | 30'000 | 16'576 | 16'576 | 33'656 CHF | 33'879 CHF | 59.66% | 59.66% |