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 | 0.20% | 5.03 CHF | 5.04 CHF | 76,000 | 76,000 | 75,446 | 75,446 | 380,666 CHF | 381,420 CHF | 100.00% | 100.00% |
18/12/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 72,000 | 72,000 | 71,946 | 71,946 | 382,159 CHF | 382,879 CHF | 100.00% | 100.00% |
17/12/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 387,560 CHF | 388,280 CHF | 100.00% | 100.00% |
16/12/2024 | 0.18% | 5.41 CHF | 5.42 CHF | 72,000 | 72,000 | 71,056 | 71,056 | 386,594 CHF | 387,306 CHF | 100.00% | 100.00% |
13/12/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 72,000 | 72,000 | 68,732 | 68,732 | 375,968 CHF | 376,656 CHF | 100.00% | 100.00% |
12/12/2024 | 0.18% | 5.47 CHF | 5.48 CHF | 68,000 | 68,000 | 70,658 | 70,658 | 385,278 CHF | 385,985 CHF | 100.00% | 100.00% |
11/12/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 72,000 | 72,000 | 71,781 | 71,781 | 388,188 CHF | 388,908 CHF | 100.00% | 100.00% |
10/12/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 72,000 | 72,000 | 71,875 | 71,875 | 387,931 CHF | 388,650 CHF | 100.00% | 100.00% |
09/12/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 377,374 CHF | 378,054 CHF | 100.00% | 100.00% |
06/12/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 378,776 CHF | 379,456 CHF | 100.00% | 100.00% |