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 | 0.47% | 5.01 CHF | 5.02 CHF | 50,000 | 50,000 | 22,509 | 22,509 | 113,078 CHF | 113,495 CHF | 99.85% | 99.85% |
18/12/2024 | 0.45% | 5.12 CHF | 5.13 CHF | 49,000 | 49,000 | 22,382 | 22,382 | 115,770 CHF | 116,179 CHF | 99.13% | 99.13% |
17/12/2024 | 0.44% | 5.27 CHF | 5.28 CHF | 48,000 | 48,000 | 21,599 | 21,599 | 114,295 CHF | 114,686 CHF | 100.00% | 100.00% |
16/12/2024 | 0.41% | 5.36 CHF | 5.37 CHF | 48,000 | 48,000 | 21,173 | 21,173 | 117,404 CHF | 117,788 CHF | 99.82% | 99.82% |
13/12/2024 | 0.41% | 5.67 CHF | 5.68 CHF | 46,000 | 46,000 | 20,850 | 20,850 | 118,160 CHF | 118,542 CHF | 100.00% | 100.00% |
12/12/2024 | 0.41% | 5.70 CHF | 5.71 CHF | 46,000 | 46,000 | 20,906 | 20,906 | 119,224 CHF | 119,605 CHF | 100.00% | 100.00% |
11/12/2024 | 0.41% | 5.74 CHF | 5.75 CHF | 46,000 | 46,000 | 20,865 | 20,865 | 118,780 CHF | 119,161 CHF | 100.00% | 100.00% |
10/12/2024 | 0.41% | 5.69 CHF | 5.70 CHF | 46,000 | 46,000 | 20,924 | 20,924 | 119,218 CHF | 119,600 CHF | 100.00% | 100.00% |
09/12/2024 | 0.40% | 5.71 CHF | 5.72 CHF | 46,000 | 46,000 | 20,657 | 20,657 | 119,696 CHF | 120,073 CHF | 100.00% | 100.00% |
06/12/2024 | 0.41% | 5.72 CHF | 5.73 CHF | 46,000 | 46,000 | 20,984 | 20,984 | 119,844 CHF | 120,226 CHF | 97.26% | 97.26% |