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 | 0.31% | 3.21 CHF | 3.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,585,410 CHF | 1,590,410 CHF | 100.00% | 100.00% |
18/12/2024 | 0.32% | 3.09 CHF | 3.10 CHF | 500,000 | 500,000 | 499,852 | 499,852 | 1,562,980 CHF | 1,567,980 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,591,420 CHF | 1,596,420 CHF | 100.00% | 100.00% |
16/12/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 500,000 | 500,000 | 499,735 | 499,735 | 1,548,280 CHF | 1,553,280 CHF | 100.00% | 100.00% |
13/12/2024 | 0.32% | 3.11 CHF | 3.12 CHF | 500,000 | 500,000 | 499,606 | 499,606 | 1,557,170 CHF | 1,562,170 CHF | 100.00% | 100.00% |
12/12/2024 | 0.32% | 3.22 CHF | 3.23 CHF | 500,000 | 500,000 | 499,643 | 499,643 | 1,568,040 CHF | 1,573,040 CHF | 100.00% | 100.00% |
11/12/2024 | 0.32% | 3.15 CHF | 3.16 CHF | 500,000 | 500,000 | 499,157 | 499,157 | 1,583,740 CHF | 1,588,740 CHF | 100.00% | 100.00% |
10/12/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,620,090 CHF | 1,625,090 CHF | 100.00% | 100.00% |
09/12/2024 | 0.31% | 3.19 CHF | 3.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,615,750 CHF | 1,620,750 CHF | 99.86% | 99.86% |
06/12/2024 | 0.30% | 3.30 CHF | 3.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,640,260 CHF | 1,645,260 CHF | 100.00% | 100.00% |