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% | 5.74 CHF | 5.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,749,140 CHF | 1,752,140 CHF | 100.00% | 100.00% |
18/12/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 300,000 | 300,000 | 299,779 | 299,779 | 1,888,020 CHF | 1,891,020 CHF | 99.68% | 99.68% |
17/12/2024 | 0.16% | 6.43 CHF | 6.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,905,710 CHF | 1,908,710 CHF | 100.00% | 100.00% |
16/12/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 300,000 | 300,000 | 299,695 | 299,695 | 1,886,870 CHF | 1,889,870 CHF | 100.00% | 100.00% |
13/12/2024 | 0.16% | 6.33 CHF | 6.34 CHF | 300,000 | 300,000 | 299,618 | 299,618 | 1,915,710 CHF | 1,918,710 CHF | 100.00% | 100.00% |
12/12/2024 | 0.16% | 6.40 CHF | 6.41 CHF | 300,000 | 300,000 | 299,643 | 299,643 | 1,916,550 CHF | 1,919,550 CHF | 99.60% | 99.60% |
11/12/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 300,000 | 300,000 | 299,066 | 299,066 | 1,887,170 CHF | 1,890,170 CHF | 100.00% | 100.00% |
10/12/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,912,380 CHF | 1,915,380 CHF | 100.00% | 100.00% |
09/12/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,953,700 CHF | 1,956,700 CHF | 100.00% | 100.00% |
06/12/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,963,780 CHF | 1,966,780 CHF | 100.00% | 100.00% |