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 | 0.99% | 2.75 CHF | 2.76 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 28'602 CHF | 28'812 CHF | 86.96% | 86.96% |
19.12.2024 | 1.05% | 1.85 CHF | 1.86 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 29'323 CHF | 29'571 CHF | 87.09% | 87.09% |
18.12.2024 | 0.66% | 2.82 CHF | 2.83 CHF | 30'000 | 30'000 | 13'989 | 13'989 | 38'843 CHF | 39'053 CHF | 83.93% | 84.97% |
17.12.2024 | 0.53% | 2.87 CHF | 2.88 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 44'141 CHF | 44'350 CHF | 89.00% | 89.00% |
16.12.2024 | 0.64% | 3.23 CHF | 3.24 CHF | 30'000 | 30'000 | 15'436 | 15'436 | 42'853 CHF | 43'069 CHF | 69.19% | 69.19% |
13.12.2024 | 0.76% | 2.37 CHF | 2.38 CHF | 30'000 | 30'000 | 14'056 | 14'056 | 34'038 CHF | 34'247 CHF | 89.75% | 89.75% |
12.12.2024 | 0.74% | 2.52 CHF | 2.53 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 34'865 CHF | 35'075 CHF | 89.76% | 89.76% |
11.12.2024 | 0.98% | 2.20 CHF | 2.21 CHF | 30'000 | 30'000 | 14'700 | 14'700 | 29'199 CHF | 29'412 CHF | 78.98% | 78.98% |
10.12.2024 | 0.72% | 2.21 CHF | 2.22 CHF | 30'000 | 30'000 | 11'738 | 11'738 | 30'769 CHF | 30'966 CHF | 72.48% | 72.48% |
09.12.2024 | 0.63% | 1.86 CHF | 1.87 CHF | 30'000 | 30'000 | 16'575 | 16'575 | 43'296 CHF | 43'519 CHF | 59.67% | 59.67% |