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 | 0.22% | 4.59 CHF | 4.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,309,360 CHF | 2,314,360 CHF | 100.00% | 100.00% |
18/12/2024 | 0.22% | 4.67 CHF | 4.68 CHF | 500,000 | 500,000 | 499,596 | 499,596 | 2,316,990 CHF | 2,321,990 CHF | 100.00% | 100.00% |
17/12/2024 | 0.22% | 4.56 CHF | 4.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,302,440 CHF | 2,307,440 CHF | 100.00% | 100.00% |
16/12/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 500,000 | 500,000 | 499,465 | 499,465 | 2,326,510 CHF | 2,331,510 CHF | 100.00% | 100.00% |
13/12/2024 | 0.22% | 4.66 CHF | 4.67 CHF | 500,000 | 500,000 | 499,345 | 499,345 | 2,323,600 CHF | 2,328,600 CHF | 100.00% | 100.00% |
12/12/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 500,000 | 500,000 | 499,375 | 499,375 | 2,287,970 CHF | 2,292,970 CHF | 100.00% | 100.00% |
11/12/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 500,000 | 500,000 | 498,379 | 498,379 | 2,250,110 CHF | 2,255,110 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 4.49 CHF | 4.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,210,060 CHF | 2,215,060 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 4.44 CHF | 4.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,208,350 CHF | 2,213,350 CHF | 99.89% | 99.89% |
06/12/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,180,590 CHF | 2,185,590 CHF | 100.00% | 100.00% |