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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.19% | 5.37 CHF | 5.38 CHF | 500,000 | 500,000 | 499,788 | 499,788 | 2,651,100 CHF | 2,656,100 CHF | 100.00% | 100.00% |
27/12/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,616,700 CHF | 2,621,700 CHF | 100.00% | 100.00% |
23/12/2024 | 0.19% | 5.10 CHF | 5.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,562,900 CHF | 2,567,900 CHF | 100.00% | 100.00% |
20/12/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,539,630 CHF | 2,544,630 CHF | 100.00% | 100.00% |
19/12/2024 | 0.19% | 5.15 CHF | 5.16 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,590,030 CHF | 2,595,030 CHF | 100.00% | 100.00% |
18/12/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 500,000 | 500,000 | 499,602 | 499,602 | 2,596,050 CHF | 2,601,050 CHF | 100.00% | 100.00% |
17/12/2024 | 0.19% | 5.11 CHF | 5.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,582,520 CHF | 2,587,520 CHF | 100.00% | 100.00% |
16/12/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 500,000 | 500,000 | 499,468 | 499,468 | 2,605,110 CHF | 2,610,110 CHF | 100.00% | 100.00% |
13/12/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 500,000 | 500,000 | 499,355 | 499,355 | 2,602,370 CHF | 2,607,370 CHF | 100.00% | 100.00% |
12/12/2024 | 0.19% | 5.06 CHF | 5.07 CHF | 500,000 | 500,000 | 499,380 | 499,380 | 2,565,130 CHF | 2,570,130 CHF | 100.00% | 100.00% |