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 | 0.17% | 5.96 CHF | 5.97 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 298,185 CHF | 298,681 CHF | 99.71% | 99.71% |
18/12/2024 | 0.16% | 6.46 CHF | 6.47 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 322,447 CHF | 322,917 CHF | 100.00% | 100.00% |
17/12/2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 324,945 CHF | 325,417 CHF | 100.00% | 100.00% |
16/12/2024 | 0.16% | 6.55 CHF | 6.56 CHF | 50,000 | 50,000 | 49,526 | 49,526 | 322,223 CHF | 322,718 CHF | 99.13% | 99.13% |
13/12/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 327,274 CHF | 327,770 CHF | 100.00% | 100.00% |
12/12/2024 | 0.15% | 6.62 CHF | 6.63 CHF | 50,000 | 50,000 | 49,532 | 49,529 | 327,341 CHF | 327,815 CHF | 100.00% | 100.00% |
11/12/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50,000 | 50,000 | 49,532 | 49,528 | 322,862 CHF | 323,333 CHF | 100.00% | 100.00% |
10/12/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 326,356 CHF | 326,823 CHF | 100.00% | 100.00% |
09/12/2024 | 0.15% | 6.70 CHF | 6.71 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 333,172 CHF | 333,667 CHF | 100.00% | 100.00% |
06/12/2024 | 0.15% | 6.76 CHF | 6.77 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 334,606 CHF | 335,102 CHF | 100.00% | 100.00% |