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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.29% | 3.39 CHF | 3.40 CHF | 500,000 | 500,000 | 499,784 | 499,784 | 1,707,630 CHF | 1,712,630 CHF | 100.00% | 100.00% |
27/12/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,731,640 CHF | 1,736,640 CHF | 100.00% | 100.00% |
23/12/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,770,190 CHF | 1,775,190 CHF | 100.00% | 100.00% |
20/12/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,784,980 CHF | 1,789,980 CHF | 100.00% | 100.00% |
19/12/2024 | 0.29% | 3.53 CHF | 3.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,745,470 CHF | 1,750,470 CHF | 100.00% | 100.00% |
18/12/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 500,000 | 500,000 | 499,852 | 499,852 | 1,722,380 CHF | 1,727,380 CHF | 100.00% | 100.00% |
17/12/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,751,380 CHF | 1,756,380 CHF | 100.00% | 100.00% |
16/12/2024 | 0.29% | 3.42 CHF | 3.43 CHF | 500,000 | 500,000 | 499,735 | 499,735 | 1,706,990 CHF | 1,711,990 CHF | 100.00% | 100.00% |
13/12/2024 | 0.29% | 3.43 CHF | 3.44 CHF | 500,000 | 500,000 | 499,605 | 499,605 | 1,716,440 CHF | 1,721,440 CHF | 99.88% | 99.88% |
12/12/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 499,643 | 499,643 | 1,726,610 CHF | 1,731,610 CHF | 100.00% | 100.00% |