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 | 0.16% | 6.43 CHF | 6.44 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 320,070 CHF | 320,566 CHF | 100.00% | 100.00% |
18/12/2024 | 0.16% | 6.51 CHF | 6.52 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 320,700 CHF | 321,194 CHF | 100.00% | 100.00% |
17/12/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 319,462 CHF | 319,958 CHF | 100.00% | 100.00% |
16/12/2024 | 0.16% | 6.50 CHF | 6.51 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 321,590 CHF | 322,085 CHF | 98.40% | 98.40% |
13/12/2024 | 0.16% | 6.49 CHF | 6.50 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 321,330 CHF | 321,826 CHF | 100.00% | 100.00% |
12/12/2024 | 0.16% | 6.34 CHF | 6.35 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 317,273 CHF | 317,768 CHF | 100.00% | 100.00% |
11/12/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 313,506 CHF | 314,002 CHF | 100.00% | 100.00% |
10/12/2024 | 0.16% | 6.30 CHF | 6.31 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 308,491 CHF | 308,987 CHF | 100.00% | 100.00% |
09/12/2024 | 0.16% | 6.24 CHF | 6.25 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 308,145 CHF | 308,641 CHF | 100.00% | 100.00% |
06/12/2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 305,309 CHF | 305,804 CHF | 100.00% | 100.00% |