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 | 0.28% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,787,450 CHF | 1,792,450 CHF | 100.00% | 100.00% |
18/12/2024 | 0.28% | 3.63 CHF | 3.64 CHF | 500,000 | 500,000 | 499,584 | 499,584 | 1,797,270 CHF | 1,802,270 CHF | 100.00% | 100.00% |
17/12/2024 | 0.28% | 3.51 CHF | 3.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,781,030 CHF | 1,786,030 CHF | 100.00% | 100.00% |
16/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 500,000 | 500,000 | 499,476 | 499,476 | 1,807,760 CHF | 1,812,760 CHF | 100.00% | 100.00% |
13/12/2024 | 0.28% | 3.62 CHF | 3.63 CHF | 500,000 | 500,000 | 499,361 | 499,361 | 1,804,840 CHF | 1,809,840 CHF | 100.00% | 100.00% |
12/12/2024 | 0.28% | 3.47 CHF | 3.48 CHF | 500,000 | 500,000 | 499,357 | 499,357 | 1,772,410 CHF | 1,777,410 CHF | 100.00% | 100.00% |
11/12/2024 | 0.29% | 3.51 CHF | 3.52 CHF | 500,000 | 500,000 | 498,372 | 498,372 | 1,737,730 CHF | 1,742,730 CHF | 100.00% | 100.00% |
10/12/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,698,160 CHF | 1,703,160 CHF | 100.00% | 100.00% |
09/12/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,697,380 CHF | 1,702,380 CHF | 99.86% | 99.86% |
06/12/2024 | 0.30% | 3.32 CHF | 3.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,670,710 CHF | 1,675,710 CHF | 100.00% | 100.00% |