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 | 0.35% | 2.80 CHF | 2.81 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,415,300 CHF | 1,420,300 CHF | 100.00% | 100.00% |
18/12/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500,000 | 500,000 | 499,859 | 499,859 | 1,427,590 CHF | 1,432,590 CHF | 100.00% | 100.00% |
17/12/2024 | 0.35% | 2.77 CHF | 2.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,409,100 CHF | 1,414,100 CHF | 100.00% | 100.00% |
16/12/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500,000 | 500,000 | 499,747 | 499,747 | 1,439,150 CHF | 1,444,150 CHF | 100.00% | 100.00% |
13/12/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500,000 | 500,000 | 499,625 | 499,625 | 1,435,330 CHF | 1,440,330 CHF | 100.00% | 100.00% |
12/12/2024 | 0.36% | 2.74 CHF | 2.75 CHF | 500,000 | 500,000 | 499,655 | 499,655 | 1,405,950 CHF | 1,410,950 CHF | 100.00% | 100.00% |
11/12/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 500,000 | 500,000 | 499,188 | 499,188 | 1,374,570 CHF | 1,379,570 CHF | 100.00% | 100.00% |
10/12/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,333,330 CHF | 1,338,330 CHF | 100.00% | 100.00% |
09/12/2024 | 0.37% | 2.69 CHF | 2.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,333,070 CHF | 1,338,070 CHF | 99.86% | 99.86% |
06/12/2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,306,970 CHF | 1,311,970 CHF | 100.00% | 100.00% |