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 | 0.19% | 5.26 CHF | 5.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,605,410 CHF | 1,608,410 CHF | 100.00% | 100.00% |
18/12/2024 | 0.17% | 5.76 CHF | 5.77 CHF | 300,000 | 300,000 | 299,765 | 299,765 | 1,744,410 CHF | 1,747,410 CHF | 99.68% | 99.68% |
17/12/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,762,030 CHF | 1,765,030 CHF | 100.00% | 100.00% |
16/12/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 300,000 | 300,000 | 299,698 | 299,698 | 1,743,340 CHF | 1,746,340 CHF | 99.99% | 99.99% |
13/12/2024 | 0.17% | 5.85 CHF | 5.86 CHF | 300,000 | 300,000 | 299,623 | 299,623 | 1,772,320 CHF | 1,775,320 CHF | 100.00% | 100.00% |
12/12/2024 | 0.17% | 5.92 CHF | 5.93 CHF | 300,000 | 300,000 | 299,628 | 299,628 | 1,773,010 CHF | 1,776,010 CHF | 99.60% | 99.60% |
11/12/2024 | 0.17% | 5.86 CHF | 5.87 CHF | 300,000 | 300,000 | 299,055 | 299,055 | 1,743,950 CHF | 1,746,950 CHF | 100.00% | 100.00% |
10/12/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,768,810 CHF | 1,771,810 CHF | 100.00% | 100.00% |
09/12/2024 | 0.17% | 6.00 CHF | 6.01 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,810,210 CHF | 1,813,210 CHF | 100.00% | 100.00% |
06/12/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,820,300 CHF | 1,823,300 CHF | 100.00% | 100.00% |