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 | 2.00% | 190.60 CHF | 194.45 CHF | 2'500 | 1'913 | 2'500 | 2'355 | 487'832 CHF | 469'136 CHF | 99.98% | 99.98% |
18.12.2024 | 2.00% | 201.64 CHF | 205.71 CHF | 2'175 | 1'965 | 2'273 | 2'299 | 470'698 CHF | 486'095 CHF | 100.00% | 100.00% |
17.12.2024 | 2.00% | 216.07 CHF | 220.43 CHF | 2'500 | 2'500 | 1'940 | 2'068 | 419'541 CHF | 457'199 CHF | 99.97% | 99.97% |
16.12.2024 | 2.00% | 200.18 CHF | 204.22 CHF | 2'463 | 1'990 | 2'499 | 2'110 | 487'010 CHF | 419'589 CHF | 99.97% | 99.98% |
13.12.2024 | 2.00% | 197.63 CHF | 201.62 CHF | 2'455 | 2'500 | 1'788 | 1'924 | 349'643 CHF | 383'443 CHF | 94.53% | 100.00% |
12.12.2024 | 2.00% | 198.99 CHF | 203.01 CHF | 1'230 | 905 | 1'238 | 961 | 244'158 CHF | 193'383 CHF | 99.98% | 99.98% |
11.12.2024 | 2.00% | 196.78 CHF | 200.76 CHF | 1'100 | 1'166 | 1'177 | 1'189 | 226'639 CHF | 233'571 CHF | 100.00% | 100.00% |
10.12.2024 | 2.00% | 165.65 CHF | 169.00 CHF | 300 | 1'028 | 1'176 | 1'190 | 208'953 CHF | 215'144 CHF | 100.00% | 100.00% |
09.12.2024 | 2.00% | 193.94 CHF | 197.86 CHF | 1'250 | 524 | 1'210 | 705 | 234'925 CHF | 139'616 CHF | 99.06% | 100.00% |
06.12.2024 | 1.00% | 190.99 CHF | 192.91 CHF | 683 | 1'052 | 830 | 1'135 | 154'942 CHF | 213'911 CHF | 100.00% | 100.00% |