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% | 4.53 CHF | 4.54 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 225,815 CHF | 226,311 CHF | 100.00% | 100.00% |
18/12/2024 | 0.22% | 4.61 CHF | 4.62 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 226,742 CHF | 227,238 CHF | 100.00% | 100.00% |
17/12/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 225,272 CHF | 225,768 CHF | 100.00% | 100.00% |
16/12/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 227,836 CHF | 228,331 CHF | 98.41% | 98.41% |
13/12/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 227,491 CHF | 227,987 CHF | 100.00% | 100.00% |
12/12/2024 | 0.22% | 4.45 CHF | 4.46 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 224,058 CHF | 224,553 CHF | 100.00% | 100.00% |
11/12/2024 | 0.23% | 4.47 CHF | 4.48 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 220,684 CHF | 221,179 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 4.43 CHF | 4.44 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 216,058 CHF | 216,554 CHF | 100.00% | 100.00% |
09/12/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 215,865 CHF | 216,360 CHF | 100.00% | 100.00% |
06/12/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 213,220 CHF | 213,715 CHF | 100.00% | 100.00% |