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% | 5.43 CHF | 5.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,731,740 CHF | 2,736,740 CHF | 100.00% | 100.00% |
18/12/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 500,000 | 500,000 | 499,596 | 499,596 | 2,737,180 CHF | 2,742,180 CHF | 100.00% | 100.00% |
17/12/2024 | 0.18% | 5.40 CHF | 5.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,724,290 CHF | 2,729,290 CHF | 100.00% | 100.00% |
16/12/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 500,000 | 500,000 | 499,469 | 499,469 | 2,746,450 CHF | 2,751,450 CHF | 100.00% | 100.00% |
13/12/2024 | 0.18% | 5.50 CHF | 5.51 CHF | 500,000 | 500,000 | 499,350 | 499,350 | 2,743,580 CHF | 2,748,580 CHF | 100.00% | 100.00% |
12/12/2024 | 0.18% | 5.34 CHF | 5.35 CHF | 500,000 | 500,000 | 499,380 | 499,380 | 2,705,180 CHF | 2,710,180 CHF | 100.00% | 100.00% |
11/12/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 500,000 | 500,000 | 498,392 | 498,392 | 2,664,170 CHF | 2,669,170 CHF | 100.00% | 100.00% |
10/12/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,624,280 CHF | 2,629,280 CHF | 100.00% | 100.00% |
09/12/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,621,710 CHF | 2,626,710 CHF | 99.89% | 99.89% |
06/12/2024 | 0.19% | 5.16 CHF | 5.17 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,593,120 CHF | 2,598,120 CHF | 100.00% | 100.00% |