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 | 0.19% | 5.37 CHF | 5.38 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 267,461 CHF | 267,957 CHF | 100.00% | 100.00% |
18/12/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 268,267 CHF | 268,761 CHF | 100.00% | 100.00% |
17/12/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 266,909 CHF | 267,404 CHF | 100.00% | 100.00% |
16/12/2024 | 0.19% | 5.44 CHF | 5.45 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 269,259 CHF | 269,754 CHF | 98.40% | 98.40% |
13/12/2024 | 0.19% | 5.43 CHF | 5.44 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 268,971 CHF | 269,466 CHF | 100.00% | 100.00% |
12/12/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 265,250 CHF | 265,744 CHF | 100.00% | 100.00% |
11/12/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 261,691 CHF | 262,187 CHF | 100.00% | 100.00% |
10/12/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 256,892 CHF | 257,387 CHF | 100.00% | 100.00% |
09/12/2024 | 0.19% | 5.21 CHF | 5.22 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 256,638 CHF | 257,133 CHF | 100.00% | 100.00% |
06/12/2024 | 0.20% | 5.10 CHF | 5.11 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 253,915 CHF | 254,408 CHF | 100.00% | 100.00% |