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 | 0.27% | 3.69 CHF | 3.70 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 184,516 CHF | 185,012 CHF | 100.00% | 100.00% |
18/12/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 185,622 CHF | 186,118 CHF | 100.00% | 100.00% |
17/12/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 184,039 CHF | 184,535 CHF | 100.00% | 100.00% |
16/12/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 186,776 CHF | 187,272 CHF | 98.40% | 98.40% |
13/12/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 186,429 CHF | 186,924 CHF | 100.00% | 100.00% |
12/12/2024 | 0.27% | 3.63 CHF | 3.64 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 183,266 CHF | 183,761 CHF | 100.00% | 100.00% |
11/12/2024 | 0.28% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 180,053 CHF | 180,548 CHF | 100.00% | 100.00% |
10/12/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 175,568 CHF | 176,064 CHF | 100.00% | 100.00% |
09/12/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 175,454 CHF | 175,949 CHF | 100.00% | 100.00% |
06/12/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 172,923 CHF | 173,418 CHF | 100.00% | 100.00% |