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 | 0.27% | 5.24 CHF | 5.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 263,179 CHF | 263,903 CHF | 96.85% | 96.85% |
18/12/2024 | 0.24% | 5.57 CHF | 5.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 280,907 CHF | 281,586 CHF | 99.45% | 99.45% |
17/12/2024 | 0.27% | 5.68 CHF | 5.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 285,510 CHF | 286,281 CHF | 99.58% | 99.58% |
16/12/2024 | 0.28% | 5.75 CHF | 5.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 289,375 CHF | 290,186 CHF | 100.00% | 100.00% |
13/12/2024 | 0.26% | 5.78 CHF | 5.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 291,448 CHF | 292,211 CHF | 100.00% | 100.00% |
12/12/2024 | 0.26% | 5.82 CHF | 5.84 CHF | 50,000 | 50,000 | 47,913 | 47,913 | 278,157 CHF | 278,860 CHF | 97.51% | 97.51% |
11/12/2024 | 0.26% | 5.74 CHF | 5.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 287,301 CHF | 288,051 CHF | 99.03% | 99.03% |
10/12/2024 | 0.27% | 5.70 CHF | 5.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 286,685 CHF | 287,448 CHF | 100.00% | 100.00% |
09/12/2024 | 0.27% | 5.86 CHF | 5.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 296,845 CHF | 297,634 CHF | 100.00% | 100.00% |
06/12/2024 | 0.24% | 5.91 CHF | 5.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 298,134 CHF | 298,860 CHF | 99.40% | 99.40% |