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 | 0.49% | 2.04 CHF | 2.05 CHF | 305,000 | 305,000 | 302,584 | 302,584 | 616,084 CHF | 619,116 CHF | 100.00% | 100.00% |
18/12/2024 | 0.48% | 2.05 CHF | 2.06 CHF | 305,000 | 305,000 | 303,506 | 303,506 | 625,846 CHF | 628,884 CHF | 100.00% | 100.00% |
17/12/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 310,000 | 310,000 | 305,998 | 305,998 | 638,056 CHF | 641,116 CHF | 100.00% | 100.00% |
16/12/2024 | 0.48% | 2.09 CHF | 2.10 CHF | 310,000 | 310,000 | 307,408 | 307,408 | 639,624 CHF | 642,701 CHF | 100.00% | 100.00% |
13/12/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 300,000 | 300,000 | 299,174 | 299,174 | 610,319 CHF | 613,315 CHF | 100.00% | 100.00% |
12/12/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 310,000 | 310,000 | 308,354 | 308,354 | 636,760 CHF | 639,848 CHF | 100.00% | 100.00% |
11/12/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 315,000 | 315,000 | 310,594 | 310,594 | 641,099 CHF | 644,215 CHF | 100.00% | 100.00% |
10/12/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 315,000 | 315,000 | 313,844 | 313,844 | 650,431 CHF | 653,570 CHF | 100.00% | 100.00% |
09/12/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 320,000 | 320,000 | 318,680 | 318,680 | 670,448 CHF | 673,635 CHF | 100.00% | 100.00% |
06/12/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 325,000 | 325,000 | 322,507 | 322,507 | 683,380 CHF | 686,605 CHF | 100.00% | 100.00% |