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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.12.2024 | 0.30% | 797.59 CHF | 799.99 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 1'991'540 CHF | 1'997'440 CHF | 100.00% | 100.00% |
20.12.2024 | 0.30% | 791.74 CHF | 794.12 CHF | 2'500 | 2'500 | 2'500 | 2'499 | 1'964'720 CHF | 1'969'670 CHF | 100.00% | 100.00% |
19.12.2024 | 0.30% | 792.50 CHF | 794.88 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 1'989'380 CHF | 1'995'370 CHF | 99.82% | 99.82% |
18.12.2024 | 0.30% | 809.46 CHF | 811.89 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'028'100 CHF | 2'034'180 CHF | 96.60% | 96.60% |
17.12.2024 | 0.30% | 830.71 CHF | 833.21 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'070'470 CHF | 2'076'680 CHF | 98.48% | 98.48% |
16.12.2024 | 0.30% | 827.96 CHF | 830.45 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'065'730 CHF | 2'071'930 CHF | 100.00% | 100.00% |
13.12.2024 | 0.30% | 827.19 CHF | 829.67 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'072'790 CHF | 2'078'980 CHF | 100.00% | 100.00% |
12.12.2024 | 0.30% | 829.26 CHF | 831.75 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'072'760 CHF | 2'078'800 CHF | 100.00% | 100.00% |
11.12.2024 | 0.30% | 827.16 CHF | 829.65 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'065'750 CHF | 2'072'070 CHF | 100.00% | 100.00% |
10.12.2024 | 0.30% | 825.84 CHF | 828.32 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 2'070'470 CHF | 2'076'780 CHF | 98.28% | 98.28% |