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 | 0.26% | 3.85 CHF | 3.86 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,905,550 CHF | 1,910,550 CHF | 100.00% | 100.00% |
18/12/2024 | 0.27% | 3.72 CHF | 3.73 CHF | 500,000 | 500,000 | 499,852 | 499,852 | 1,881,180 CHF | 1,886,180 CHF | 100.00% | 100.00% |
17/12/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,911,340 CHF | 1,916,340 CHF | 100.00% | 100.00% |
16/12/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 500,000 | 500,000 | 499,735 | 499,735 | 1,866,150 CHF | 1,871,150 CHF | 100.00% | 100.00% |
13/12/2024 | 0.27% | 3.74 CHF | 3.75 CHF | 500,000 | 500,000 | 499,606 | 499,606 | 1,875,670 CHF | 1,880,670 CHF | 100.00% | 100.00% |
12/12/2024 | 0.27% | 3.86 CHF | 3.87 CHF | 500,000 | 500,000 | 499,643 | 499,643 | 1,884,580 CHF | 1,889,580 CHF | 100.00% | 100.00% |
11/12/2024 | 0.26% | 3.79 CHF | 3.80 CHF | 500,000 | 500,000 | 499,154 | 499,154 | 1,898,930 CHF | 1,903,930 CHF | 100.00% | 100.00% |
10/12/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,934,390 CHF | 1,939,390 CHF | 100.00% | 100.00% |
09/12/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,929,580 CHF | 1,934,580 CHF | 99.89% | 99.89% |
06/12/2024 | 0.26% | 3.93 CHF | 3.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,954,060 CHF | 1,959,060 CHF | 100.00% | 100.00% |