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 | 0.24% | 4.17 CHF | 4.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,099,540 CHF | 2,104,540 CHF | 100.00% | 100.00% |
18/12/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 500,000 | 500,000 | 499,587 | 499,587 | 2,108,120 CHF | 2,113,120 CHF | 100.00% | 100.00% |
17/12/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,092,750 CHF | 2,097,750 CHF | 100.00% | 100.00% |
16/12/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 500,000 | 500,000 | 499,481 | 499,481 | 2,117,980 CHF | 2,122,980 CHF | 100.00% | 100.00% |
13/12/2024 | 0.24% | 4.24 CHF | 4.25 CHF | 500,000 | 500,000 | 499,360 | 499,360 | 2,115,050 CHF | 2,120,050 CHF | 99.89% | 99.89% |
12/12/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 500,000 | 500,000 | 499,355 | 499,355 | 2,080,890 CHF | 2,085,890 CHF | 100.00% | 100.00% |
11/12/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 500,000 | 500,000 | 498,368 | 498,368 | 2,043,840 CHF | 2,048,840 CHF | 100.00% | 100.00% |
10/12/2024 | 0.25% | 4.08 CHF | 4.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,004,080 CHF | 2,009,080 CHF | 100.00% | 100.00% |
09/12/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,003,160 CHF | 2,008,160 CHF | 99.85% | 99.85% |
06/12/2024 | 0.25% | 3.93 CHF | 3.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,975,670 CHF | 1,980,670 CHF | 100.00% | 100.00% |