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 | 1.22% | 2.42 CHF | 2.43 CHF | 30'000 | 30'000 | 14'231 | 14'231 | 23'955 CHF | 24'165 CHF | 86.95% | 86.95% |
19.12.2024 | 1.43% | 1.53 CHF | 1.54 CHF | 30'000 | 30'000 | 14'209 | 14'209 | 24'654 CHF | 24'930 CHF | 87.09% | 87.09% |
18.12.2024 | 0.74% | 2.50 CHF | 2.51 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 34'693 CHF | 34'904 CHF | 84.97% | 84.97% |
17.12.2024 | 0.58% | 2.54 CHF | 2.55 CHF | 30'000 | 30'000 | 14'097 | 14'097 | 39'545 CHF | 39'754 CHF | 89.01% | 89.01% |
16.12.2024 | 0.73% | 2.90 CHF | 2.91 CHF | 30'000 | 30'000 | 15'437 | 15'437 | 37'830 CHF | 38'047 CHF | 69.17% | 69.17% |
13.12.2024 | 0.88% | 2.05 CHF | 2.06 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 29'454 CHF | 29'664 CHF | 89.75% | 89.75% |
12.12.2024 | 0.85% | 2.20 CHF | 2.21 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 30'328 CHF | 30'538 CHF | 89.75% | 89.75% |
11.12.2024 | 1.20% | 1.88 CHF | 1.89 CHF | 30'000 | 30'000 | 14'701 | 14'701 | 24'485 CHF | 24'698 CHF | 78.97% | 78.97% |
10.12.2024 | 0.82% | 1.89 CHF | 1.90 CHF | 30'000 | 30'000 | 11'738 | 11'738 | 27'022 CHF | 27'218 CHF | 72.47% | 72.47% |
09.12.2024 | 0.71% | 1.55 CHF | 1.56 CHF | 30'000 | 30'000 | 16'575 | 16'575 | 38'017 CHF | 38'240 CHF | 59.67% | 59.67% |