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 | 0.18% | 5.58 CHF | 5.59 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 277,945 CHF | 278,440 CHF | 100.00% | 100.00% |
18/12/2024 | 0.18% | 5.66 CHF | 5.67 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 278,713 CHF | 279,206 CHF | 100.00% | 100.00% |
17/12/2024 | 0.18% | 5.55 CHF | 5.56 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 277,380 CHF | 277,875 CHF | 100.00% | 100.00% |
16/12/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 279,689 CHF | 280,183 CHF | 98.40% | 98.40% |
13/12/2024 | 0.18% | 5.65 CHF | 5.66 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 279,406 CHF | 279,902 CHF | 100.00% | 100.00% |
12/12/2024 | 0.18% | 5.49 CHF | 5.50 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 275,631 CHF | 276,124 CHF | 100.00% | 100.00% |
11/12/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 272,027 CHF | 272,522 CHF | 100.00% | 100.00% |
10/12/2024 | 0.19% | 5.46 CHF | 5.47 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 267,185 CHF | 267,680 CHF | 100.00% | 100.00% |
09/12/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 266,925 CHF | 267,418 CHF | 100.00% | 100.00% |
06/12/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 264,170 CHF | 264,664 CHF | 100.00% | 100.00% |