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 | 1.03% | 2.69 CHF | 2.70 CHF | 30'000 | 30'000 | 14'231 | 14'231 | 27'791 CHF | 28'001 CHF | 86.95% | 86.95% |
19.12.2024 | 1.24% | 1.80 CHF | 1.81 CHF | 30'000 | 30'000 | 14'209 | 14'209 | 28'492 CHF | 28'768 CHF | 87.08% | 87.08% |
18.12.2024 | 0.67% | 2.76 CHF | 2.77 CHF | 30'000 | 30'000 | 14'186 | 14'186 | 38'510 CHF | 38'721 CHF | 84.96% | 84.96% |
17.12.2024 | 0.53% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 14'096 | 14'096 | 43'343 CHF | 43'553 CHF | 89.01% | 89.01% |
16.12.2024 | 0.66% | 3.17 CHF | 3.18 CHF | 30'000 | 30'000 | 15'438 | 15'438 | 41'985 CHF | 42'202 CHF | 69.15% | 69.15% |
13.12.2024 | 0.78% | 2.31 CHF | 2.32 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 33'229 CHF | 33'439 CHF | 89.75% | 89.75% |
12.12.2024 | 0.75% | 2.47 CHF | 2.48 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 34'081 CHF | 34'291 CHF | 89.75% | 89.75% |
11.12.2024 | 1.01% | 2.14 CHF | 2.15 CHF | 30'000 | 30'000 | 14'701 | 14'701 | 28'388 CHF | 28'601 CHF | 78.96% | 78.96% |
10.12.2024 | 0.73% | 2.16 CHF | 2.17 CHF | 30'000 | 30'000 | 11'739 | 11'739 | 30'135 CHF | 30'331 CHF | 72.47% | 72.47% |
09.12.2024 | 0.64% | 1.81 CHF | 1.82 CHF | 30'000 | 30'000 | 16'582 | 16'582 | 42'405 CHF | 42'629 CHF | 59.61% | 59.61% |