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 | 0.44% | 4.55 CHF | 4.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,285,380 CHF | 459,076 CHF | 99.27% | 99.27% |
18/12/2024 | 0.41% | 4.88 CHF | 4.90 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,463,480 CHF | 494,697 CHF | 99.27% | 99.27% |
17/12/2024 | 0.40% | 4.99 CHF | 5.01 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,509,410 CHF | 503,881 CHF | 99.27% | 99.27% |
16/12/2024 | 0.39% | 5.06 CHF | 5.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,548,370 CHF | 511,675 CHF | 99.27% | 99.27% |
13/12/2024 | 0.39% | 5.09 CHF | 5.11 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,568,570 CHF | 515,713 CHF | 99.27% | 99.27% |
12/12/2024 | 0.39% | 5.13 CHF | 5.15 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,557,310 CHF | 513,463 CHF | 98.92% | 98.92% |
11/12/2024 | 0.39% | 5.05 CHF | 5.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,528,110 CHF | 507,621 CHF | 99.19% | 99.19% |
10/12/2024 | 0.40% | 5.00 CHF | 5.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,521,080 CHF | 506,217 CHF | 99.27% | 99.27% |
09/12/2024 | 0.38% | 5.17 CHF | 5.19 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,622,950 CHF | 526,591 CHF | 99.27% | 99.27% |
06/12/2024 | 0.38% | 5.22 CHF | 5.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,635,510 CHF | 529,102 CHF | 99.27% | 99.27% |