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% | 2.46 CHF | 2.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,246,630 CHF | 1,251,630 CHF | 100.00% | 100.00% |
18/12/2024 | 0.40% | 2.56 CHF | 2.57 CHF | 500,000 | 500,000 | 499,857 | 499,857 | 1,259,130 CHF | 1,264,130 CHF | 100.00% | 100.00% |
17/12/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,240,590 CHF | 1,245,590 CHF | 100.00% | 100.00% |
16/12/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 500,000 | 500,000 | 499,740 | 499,740 | 1,271,350 CHF | 1,276,350 CHF | 100.00% | 100.00% |
13/12/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 500,000 | 500,000 | 499,616 | 499,616 | 1,267,460 CHF | 1,272,460 CHF | 100.00% | 100.00% |
12/12/2024 | 0.40% | 2.40 CHF | 2.41 CHF | 500,000 | 500,000 | 499,649 | 499,649 | 1,239,130 CHF | 1,244,130 CHF | 100.00% | 100.00% |
11/12/2024 | 0.41% | 2.44 CHF | 2.45 CHF | 500,000 | 500,000 | 499,165 | 499,165 | 1,208,670 CHF | 1,213,670 CHF | 100.00% | 100.00% |
10/12/2024 | 0.43% | 2.40 CHF | 2.41 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,167,830 CHF | 1,172,830 CHF | 100.00% | 100.00% |
09/12/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,168,180 CHF | 1,173,180 CHF | 99.86% | 99.86% |
06/12/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500,000 | 500,000 | 499,999 | 500,000 | 1,141,910 CHF | 1,146,910 CHF | 100.00% | 100.00% |