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 | 0.21% | 4.78 CHF | 4.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,461,680 CHF | 1,464,680 CHF | 100.00% | 100.00% |
18/12/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 300,000 | 300,000 | 299,761 | 299,761 | 1,600,770 CHF | 1,603,770 CHF | 99.68% | 99.68% |
17/12/2024 | 0.19% | 5.47 CHF | 5.48 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,618,320 CHF | 1,621,320 CHF | 100.00% | 100.00% |
16/12/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 300,000 | 300,000 | 299,695 | 299,695 | 1,599,870 CHF | 1,602,870 CHF | 100.00% | 100.00% |
13/12/2024 | 0.18% | 5.37 CHF | 5.38 CHF | 300,000 | 300,000 | 299,624 | 299,624 | 1,628,900 CHF | 1,631,900 CHF | 100.00% | 100.00% |
12/12/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 300,000 | 300,000 | 299,633 | 299,633 | 1,629,670 CHF | 1,632,670 CHF | 99.60% | 99.60% |
11/12/2024 | 0.19% | 5.38 CHF | 5.39 CHF | 300,000 | 300,000 | 299,063 | 299,063 | 1,600,890 CHF | 1,603,890 CHF | 100.00% | 100.00% |
10/12/2024 | 0.18% | 5.35 CHF | 5.36 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,625,290 CHF | 1,628,290 CHF | 100.00% | 100.00% |
09/12/2024 | 0.18% | 5.52 CHF | 5.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,666,680 CHF | 1,669,680 CHF | 100.00% | 100.00% |
06/12/2024 | 0.18% | 5.59 CHF | 5.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,676,790 CHF | 1,679,790 CHF | 100.00% | 100.00% |