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 | 0.23% | 4.34 CHF | 4.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,186,000 CHF | 2,191,000 CHF | 100.00% | 100.00% |
18/12/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 500,000 | 500,000 | 499,592 | 499,592 | 2,194,470 CHF | 2,199,470 CHF | 100.00% | 100.00% |
17/12/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,179,370 CHF | 2,184,370 CHF | 100.00% | 100.00% |
16/12/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 500,000 | 500,000 | 499,476 | 499,476 | 2,204,030 CHF | 2,209,030 CHF | 100.00% | 100.00% |
13/12/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 500,000 | 500,000 | 499,360 | 499,360 | 2,200,940 CHF | 2,205,940 CHF | 100.00% | 100.00% |
12/12/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 500,000 | 500,000 | 499,364 | 499,364 | 2,166,010 CHF | 2,171,010 CHF | 100.00% | 100.00% |
11/12/2024 | 0.24% | 4.29 CHF | 4.30 CHF | 500,000 | 500,000 | 498,382 | 498,382 | 2,128,900 CHF | 2,133,900 CHF | 100.00% | 100.00% |
10/12/2024 | 0.24% | 4.25 CHF | 4.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,089,070 CHF | 2,094,070 CHF | 100.00% | 100.00% |
09/12/2024 | 0.24% | 4.20 CHF | 4.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,087,610 CHF | 2,092,610 CHF | 99.86% | 99.86% |
06/12/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,059,900 CHF | 2,064,900 CHF | 100.00% | 100.00% |