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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.12.2024 | 1.01% | 384.75 CHF | 388.75 CHF | 200 | 200 | 200 | 200 | 77'105 CHF | 77'884 CHF | 100.00% | 100.00% |
18.12.2024 | 1.01% | 397.25 CHF | 401.25 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 401'480 CHF | 405'537 CHF | 100.00% | 100.00% |
17.12.2024 | 1.00% | 404.50 CHF | 408.50 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 405'803 CHF | 409'900 CHF | 100.00% | 100.00% |
16.12.2024 | 1.01% | 402.00 CHF | 406.00 CHF | 1'000 | 1'000 | 981 | 981 | 390'054 CHF | 393'997 CHF | 85.82% | 85.82% |
13.12.2024 | 1.00% | 398.00 CHF | 402.00 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 402'471 CHF | 406'534 CHF | 100.00% | 100.00% |
12.12.2024 | 1.00% | 401.50 CHF | 405.50 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 401'112 CHF | 405'156 CHF | 100.00% | 100.00% |
11.12.2024 | 1.01% | 397.75 CHF | 401.75 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 396'582 CHF | 400'588 CHF | 99.99% | 99.99% |
10.12.2024 | 1.01% | 398.75 CHF | 402.75 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 398'029 CHF | 402'051 CHF | 100.00% | 100.00% |
09.12.2024 | 1.00% | 398.75 CHF | 402.75 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 405'390 CHF | 409'481 CHF | 100.00% | 100.00% |
06.12.2024 | 1.00% | 403.75 CHF | 408.00 CHF | 1'000 | 1'000 | 912 | 912 | 367'051 CHF | 370'758 CHF | 96.95% | 96.95% |