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 | 0.20% | 4.95 CHF | 4.96 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 246,564 CHF | 247,059 CHF | 100.00% | 100.00% |
18/12/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 247,450 CHF | 247,946 CHF | 100.00% | 100.00% |
17/12/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 246,017 CHF | 246,513 CHF | 100.00% | 100.00% |
16/12/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 50,000 | 50,000 | 49,525 | 49,523 | 248,479 CHF | 248,964 CHF | 98.40% | 98.40% |
13/12/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 248,172 CHF | 248,667 CHF | 100.00% | 100.00% |
12/12/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 244,585 CHF | 245,080 CHF | 100.00% | 100.00% |
11/12/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 241,143 CHF | 241,637 CHF | 100.00% | 100.00% |
10/12/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 236,423 CHF | 236,919 CHF | 100.00% | 100.00% |
09/12/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 236,201 CHF | 236,695 CHF | 100.00% | 100.00% |
06/12/2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 233,516 CHF | 234,010 CHF | 100.00% | 100.00% |