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 | 1.50% | 301.08 CHF | 305.63 CHF | 1'600 | 1'575 | 1'600 | 1'591 | 490'684 CHF | 495'399 CHF | 99.84% | 99.84% |
18.12.2024 | 1.50% | 320.61 CHF | 325.46 CHF | 1'543 | 1'600 | 1'586 | 1'600 | 510'418 CHF | 522'569 CHF | 100.00% | 100.00% |
17.12.2024 | 1.50% | 329.89 CHF | 334.88 CHF | 1'353 | 1'596 | 1'432 | 1'596 | 478'658 CHF | 541'511 CHF | 100.00% | 100.00% |
16.12.2024 | 1.50% | 329.80 CHF | 334.78 CHF | 1'193 | 1'290 | 1'413 | 1'469 | 461'993 CHF | 487'706 CHF | 100.00% | 100.00% |
13.12.2024 | 1.50% | 324.91 CHF | 329.82 CHF | 1'114 | 1'600 | 1'214 | 1'600 | 395'407 CHF | 529'300 CHF | 100.00% | 100.00% |
12.12.2024 | 1.50% | 328.87 CHF | 333.84 CHF | 560 | 1'570 | 1'145 | 1'592 | 372'479 CHF | 526'407 CHF | 100.00% | 100.00% |
11.12.2024 | 1.50% | 311.74 CHF | 316.45 CHF | 1'500 | 1'525 | 1'579 | 1'531 | 484'291 CHF | 476'807 CHF | 99.99% | 99.99% |
10.12.2024 | 1.50% | 294.44 CHF | 298.89 CHF | 1'450 | 1'600 | 1'532 | 1'600 | 466'902 CHF | 494'650 CHF | 100.00% | 100.00% |
09.12.2024 | 1.50% | 313.21 CHF | 317.94 CHF | 1'213 | 1'565 | 1'321 | 1'566 | 419'024 CHF | 504'259 CHF | 99.99% | 99.99% |
06.12.2024 | 1.50% | 326.52 CHF | 331.45 CHF | 1'476 | 1'600 | 1'569 | 1'600 | 500'583 CHF | 518'348 CHF | 99.97% | 99.97% |