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 | 0.35% | 2.89 CHF | 2.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,425,810 CHF | 1,430,810 CHF | 100.00% | 100.00% |
18/12/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 500,000 | 500,000 | 499,852 | 499,852 | 1,403,540 CHF | 1,408,540 CHF | 100.00% | 100.00% |
17/12/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,431,460 CHF | 1,436,460 CHF | 100.00% | 100.00% |
16/12/2024 | 0.36% | 2.78 CHF | 2.79 CHF | 500,000 | 500,000 | 499,755 | 499,755 | 1,389,110 CHF | 1,394,110 CHF | 100.00% | 100.00% |
13/12/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 500,000 | 500,000 | 499,636 | 499,636 | 1,398,000 CHF | 1,403,000 CHF | 100.00% | 100.00% |
12/12/2024 | 0.35% | 2.90 CHF | 2.91 CHF | 500,000 | 500,000 | 499,642 | 499,642 | 1,409,630 CHF | 1,414,630 CHF | 100.00% | 100.00% |
11/12/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500,000 | 500,000 | 499,163 | 499,163 | 1,426,080 CHF | 1,431,080 CHF | 100.00% | 100.00% |
10/12/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,462,420 CHF | 1,467,420 CHF | 100.00% | 100.00% |
09/12/2024 | 0.34% | 2.88 CHF | 2.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,458,990 CHF | 1,463,990 CHF | 99.86% | 99.86% |
06/12/2024 | 0.34% | 2.99 CHF | 3.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,483,540 CHF | 1,488,540 CHF | 100.00% | 100.00% |