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 | 0.86% | 3.01 CHF | 3.02 CHF | 30'000 | 30'000 | 14'232 | 14'232 | 32'329 CHF | 32'539 CHF | 86.96% | 86.96% |
19.12.2024 | 0.93% | 2.12 CHF | 2.13 CHF | 30'000 | 30'000 | 14'210 | 14'210 | 33'054 CHF | 33'302 CHF | 87.09% | 87.09% |
18.12.2024 | 0.60% | 3.08 CHF | 3.09 CHF | 30'000 | 30'000 | 14'185 | 14'185 | 43'020 CHF | 43'231 CHF | 84.97% | 84.97% |
17.12.2024 | 0.49% | 3.13 CHF | 3.14 CHF | 30'000 | 30'000 | 14'098 | 14'098 | 47'846 CHF | 48'056 CHF | 89.00% | 89.00% |
16.12.2024 | 0.58% | 3.49 CHF | 3.50 CHF | 30'000 | 30'000 | 15'436 | 15'436 | 46'890 CHF | 47'107 CHF | 69.19% | 69.19% |
13.12.2024 | 0.68% | 2.63 CHF | 2.64 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 37'705 CHF | 37'915 CHF | 89.75% | 89.75% |
12.12.2024 | 0.67% | 2.78 CHF | 2.79 CHF | 30'000 | 30'000 | 14'055 | 14'055 | 38'516 CHF | 38'725 CHF | 89.76% | 89.76% |
11.12.2024 | 0.85% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 14'700 | 14'700 | 33'001 CHF | 33'214 CHF | 78.98% | 78.98% |
10.12.2024 | 0.65% | 2.47 CHF | 2.48 CHF | 30'000 | 30'000 | 11'738 | 11'738 | 33'796 CHF | 33'993 CHF | 72.48% | 72.48% |
09.12.2024 | 0.57% | 2.12 CHF | 2.13 CHF | 30'000 | 30'000 | 16'580 | 16'580 | 47'571 CHF | 47'794 CHF | 59.63% | 59.63% |