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 | 0.22% | 4.62 CHF | 4.63 CHF | 76,000 | 76,000 | 75,447 | 75,447 | 350,071 CHF | 350,826 CHF | 100.00% | 100.00% |
18/12/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 72,000 | 72,000 | 71,946 | 71,946 | 353,039 CHF | 353,759 CHF | 100.00% | 100.00% |
17/12/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 72,000 | 72,000 | 72,000 | 72,000 | 358,399 CHF | 359,119 CHF | 100.00% | 100.00% |
16/12/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 72,000 | 72,000 | 71,054 | 71,054 | 357,821 CHF | 358,533 CHF | 99.99% | 99.99% |
13/12/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 72,000 | 72,000 | 68,729 | 68,729 | 348,137 CHF | 348,825 CHF | 100.00% | 100.00% |
12/12/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 68,000 | 68,000 | 70,656 | 70,656 | 356,847 CHF | 357,554 CHF | 100.00% | 100.00% |
11/12/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 72,000 | 72,000 | 71,778 | 71,778 | 359,267 CHF | 359,987 CHF | 100.00% | 100.00% |
10/12/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 72,000 | 72,000 | 71,875 | 71,875 | 358,984 CHF | 359,702 CHF | 100.00% | 100.00% |
09/12/2024 | 0.19% | 5.09 CHF | 5.10 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 350,115 CHF | 350,795 CHF | 100.00% | 100.00% |
06/12/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 68,000 | 68,000 | 68,000 | 68,000 | 351,358 CHF | 352,038 CHF | 100.00% | 100.00% |