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 | 0.25% | 3.93 CHF | 3.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,983,860 CHF | 1,988,860 CHF | 100.00% | 100.00% |
18/12/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 500,000 | 500,000 | 499,583 | 499,583 | 1,992,840 CHF | 1,997,840 CHF | 100.00% | 100.00% |
17/12/2024 | 0.25% | 3.91 CHF | 3.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,977,130 CHF | 1,982,130 CHF | 100.00% | 100.00% |
16/12/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 500,000 | 500,000 | 499,474 | 499,474 | 2,003,470 CHF | 2,008,470 CHF | 100.00% | 100.00% |
13/12/2024 | 0.25% | 4.01 CHF | 4.02 CHF | 500,000 | 500,000 | 499,359 | 499,359 | 2,000,350 CHF | 2,005,350 CHF | 100.00% | 100.00% |
12/12/2024 | 0.25% | 3.86 CHF | 3.87 CHF | 500,000 | 500,000 | 499,354 | 499,354 | 1,966,520 CHF | 1,971,520 CHF | 100.00% | 100.00% |
11/12/2024 | 0.26% | 3.89 CHF | 3.90 CHF | 500,000 | 500,000 | 498,359 | 498,359 | 1,930,220 CHF | 1,935,220 CHF | 100.00% | 100.00% |
10/12/2024 | 0.26% | 3.85 CHF | 3.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,890,820 CHF | 1,895,820 CHF | 100.00% | 100.00% |
09/12/2024 | 0.26% | 3.80 CHF | 3.81 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,889,540 CHF | 1,894,540 CHF | 99.88% | 99.88% |
06/12/2024 | 0.27% | 3.70 CHF | 3.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,862,500 CHF | 1,867,500 CHF | 100.00% | 100.00% |