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 | 0.17% | 6.01 CHF | 6.02 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 298,917 CHF | 299,412 CHF | 100.00% | 100.00% |
18/12/2024 | 0.17% | 6.08 CHF | 6.09 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 299,600 CHF | 300,096 CHF | 100.00% | 100.00% |
17/12/2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 298,330 CHF | 298,826 CHF | 100.00% | 100.00% |
16/12/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 300,569 CHF | 301,064 CHF | 98.41% | 98.41% |
13/12/2024 | 0.17% | 6.07 CHF | 6.08 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 300,290 CHF | 300,786 CHF | 100.00% | 100.00% |
12/12/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 296,369 CHF | 296,863 CHF | 100.00% | 100.00% |
11/12/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 292,687 CHF | 293,182 CHF | 100.00% | 100.00% |
10/12/2024 | 0.17% | 5.88 CHF | 5.89 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 287,748 CHF | 288,244 CHF | 100.00% | 100.00% |
09/12/2024 | 0.17% | 5.83 CHF | 5.84 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 287,442 CHF | 287,936 CHF | 100.00% | 100.00% |
06/12/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 284,657 CHF | 285,150 CHF | 100.00% | 100.00% |