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 | 0.40% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 124,229 CHF | 124,725 CHF | 100.00% | 100.00% |
18/12/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 125,502 CHF | 125,996 CHF | 100.00% | 100.00% |
17/12/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 123,766 CHF | 124,261 CHF | 100.00% | 100.00% |
16/12/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 126,752 CHF | 127,247 CHF | 98.41% | 98.41% |
13/12/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 126,371 CHF | 126,867 CHF | 100.00% | 100.00% |
12/12/2024 | 0.40% | 2.42 CHF | 2.43 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 123,619 CHF | 124,114 CHF | 100.00% | 100.00% |
11/12/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 120,662 CHF | 121,157 CHF | 100.00% | 100.00% |
10/12/2024 | 0.43% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 116,415 CHF | 116,911 CHF | 100.00% | 100.00% |
09/12/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 116,384 CHF | 116,878 CHF | 100.00% | 100.00% |
06/12/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 113,970 CHF | 114,466 CHF | 100.00% | 100.00% |