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 | 0.20% | 5.01 CHF | 5.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,520,520 CHF | 2,525,520 CHF | 100.00% | 100.00% |
18/12/2024 | 0.20% | 5.09 CHF | 5.10 CHF | 500,000 | 500,000 | 499,597 | 499,597 | 2,526,820 CHF | 2,531,820 CHF | 100.00% | 100.00% |
17/12/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,513,080 CHF | 2,518,080 CHF | 100.00% | 100.00% |
16/12/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 500,000 | 500,000 | 499,463 | 499,463 | 2,536,010 CHF | 2,541,010 CHF | 100.00% | 100.00% |
13/12/2024 | 0.20% | 5.08 CHF | 5.09 CHF | 500,000 | 500,000 | 499,339 | 499,339 | 2,533,280 CHF | 2,538,280 CHF | 100.00% | 100.00% |
12/12/2024 | 0.20% | 4.92 CHF | 4.93 CHF | 500,000 | 500,000 | 499,372 | 499,372 | 2,496,320 CHF | 2,501,320 CHF | 100.00% | 100.00% |
11/12/2024 | 0.20% | 4.95 CHF | 4.96 CHF | 500,000 | 500,000 | 498,400 | 498,400 | 2,456,460 CHF | 2,461,460 CHF | 100.00% | 100.00% |
10/12/2024 | 0.21% | 4.90 CHF | 4.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,416,740 CHF | 2,421,740 CHF | 100.00% | 100.00% |
09/12/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,414,620 CHF | 2,419,620 CHF | 99.87% | 99.87% |
06/12/2024 | 0.21% | 4.75 CHF | 4.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,386,890 CHF | 2,391,890 CHF | 100.00% | 100.00% |