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 | 0.30% | 3.29 CHF | 3.30 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 164,238 CHF | 164,734 CHF | 100.00% | 100.00% |
18/12/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 165,399 CHF | 165,894 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 163,769 CHF | 164,264 CHF | 100.00% | 100.00% |
16/12/2024 | 0.30% | 3.37 CHF | 3.38 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 166,599 CHF | 167,094 CHF | 98.41% | 98.41% |
13/12/2024 | 0.30% | 3.36 CHF | 3.37 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 166,231 CHF | 166,726 CHF | 100.00% | 100.00% |
12/12/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 163,194 CHF | 163,689 CHF | 100.00% | 100.00% |
11/12/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 160,099 CHF | 160,595 CHF | 100.00% | 100.00% |
10/12/2024 | 0.32% | 3.21 CHF | 3.22 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 155,690 CHF | 156,186 CHF | 100.00% | 100.00% |
09/12/2024 | 0.32% | 3.17 CHF | 3.18 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 155,602 CHF | 156,097 CHF | 100.00% | 100.00% |
06/12/2024 | 0.33% | 3.06 CHF | 3.07 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 153,086 CHF | 153,582 CHF | 100.00% | 100.00% |