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% | 4.74 CHF | 4.75 CHF | 76,000 | 76,000 | 75,446 | 75,446 | 358,604 CHF | 359,358 CHF | 100.00% | 100.00% |
18/12/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 72,000 | 72,000 | 71,944 | 71,944 | 361,060 CHF | 361,780 CHF | 100.00% | 100.00% |
17/12/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 366,324 CHF | 367,044 CHF | 100.00% | 100.00% |
16/12/2024 | 0.19% | 5.12 CHF | 5.13 CHF | 72,000 | 72,000 | 71,058 | 71,058 | 365,657 CHF | 366,368 CHF | 99.99% | 99.99% |
13/12/2024 | 0.19% | 5.14 CHF | 5.15 CHF | 72,000 | 72,000 | 68,735 | 68,735 | 355,862 CHF | 356,550 CHF | 100.00% | 100.00% |
12/12/2024 | 0.19% | 5.17 CHF | 5.18 CHF | 68,000 | 68,000 | 70,653 | 70,653 | 364,585 CHF | 365,293 CHF | 100.00% | 100.00% |
11/12/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 72,000 | 72,000 | 71,776 | 71,776 | 367,150 CHF | 367,870 CHF | 100.00% | 100.00% |
10/12/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 72,000 | 72,000 | 71,875 | 71,875 | 366,883 CHF | 367,602 CHF | 100.00% | 100.00% |
09/12/2024 | 0.19% | 5.20 CHF | 5.21 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 357,499 CHF | 358,179 CHF | 100.00% | 100.00% |
06/12/2024 | 0.19% | 5.24 CHF | 5.25 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 358,870 CHF | 359,550 CHF | 100.00% | 100.00% |