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 | 0.21% | 4.74 CHF | 4.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,387,940 CHF | 2,392,940 CHF | 100.00% | 100.00% |
18/12/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 500,000 | 500,000 | 499,596 | 499,596 | 2,394,830 CHF | 2,399,830 CHF | 100.00% | 100.00% |
17/12/2024 | 0.21% | 4.71 CHF | 4.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,380,630 CHF | 2,385,630 CHF | 100.00% | 100.00% |
16/12/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 500,000 | 500,000 | 499,469 | 499,469 | 2,404,600 CHF | 2,409,600 CHF | 100.00% | 100.00% |
13/12/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 500,000 | 500,000 | 499,340 | 499,340 | 2,401,080 CHF | 2,406,080 CHF | 100.00% | 100.00% |
12/12/2024 | 0.21% | 4.66 CHF | 4.67 CHF | 500,000 | 500,000 | 499,372 | 499,372 | 2,365,570 CHF | 2,370,570 CHF | 100.00% | 100.00% |
11/12/2024 | 0.22% | 4.69 CHF | 4.70 CHF | 500,000 | 500,000 | 498,392 | 498,392 | 2,326,500 CHF | 2,331,500 CHF | 100.00% | 100.00% |
10/12/2024 | 0.22% | 4.64 CHF | 4.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,286,440 CHF | 2,291,440 CHF | 100.00% | 100.00% |
09/12/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,284,570 CHF | 2,289,570 CHF | 99.88% | 99.88% |
06/12/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,256,980 CHF | 2,261,980 CHF | 100.00% | 100.00% |