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 | 1.17% | 2.49 CHF | 2.50 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 24'887 CHF | 25'097 CHF | 86.96% | 86.96% |
19.12.2024 | 1.20% | 1.59 CHF | 1.60 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 25'607 CHF | 25'855 CHF | 87.09% | 87.09% |
18.12.2024 | 0.72% | 2.56 CHF | 2.57 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 35'615 CHF | 35'826 CHF | 84.97% | 84.97% |
17.12.2024 | 0.57% | 2.60 CHF | 2.61 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 40'456 CHF | 40'666 CHF | 89.00% | 89.00% |
16.12.2024 | 0.71% | 2.96 CHF | 2.97 CHF | 30'000 | 30'000 | 15'435 | 15'435 | 38'829 CHF | 39'046 CHF | 69.20% | 69.20% |
13.12.2024 | 0.85% | 2.11 CHF | 2.12 CHF | 30'000 | 30'000 | 14'056 | 14'056 | 30'379 CHF | 30'588 CHF | 89.75% | 89.75% |
12.12.2024 | 0.83% | 2.27 CHF | 2.28 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 31'231 CHF | 31'440 CHF | 89.76% | 89.76% |
11.12.2024 | 1.15% | 1.94 CHF | 1.95 CHF | 30'000 | 30'000 | 14'699 | 14'699 | 25'417 CHF | 25'630 CHF | 78.98% | 78.98% |
10.12.2024 | 0.80% | 1.95 CHF | 1.96 CHF | 30'000 | 30'000 | 11'738 | 11'738 | 27'765 CHF | 27'961 CHF | 72.48% | 72.48% |
09.12.2024 | 0.69% | 1.61 CHF | 1.62 CHF | 30'000 | 30'000 | 16'575 | 16'575 | 39'053 CHF | 39'277 CHF | 59.67% | 59.67% |