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 | 0.52% | 1.94 CHF | 1.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 950,010 CHF | 955,010 CHF | 100.00% | 100.00% |
18/12/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 500,000 | 500,000 | 499,842 | 499,842 | 929,473 CHF | 934,473 CHF | 100.00% | 100.00% |
17/12/2024 | 0.52% | 1.95 CHF | 1.96 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 955,977 CHF | 960,977 CHF | 100.00% | 100.00% |
16/12/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 500,000 | 500,000 | 499,744 | 499,744 | 915,508 CHF | 920,508 CHF | 100.00% | 100.00% |
13/12/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 500,000 | 500,000 | 499,622 | 499,622 | 923,773 CHF | 928,773 CHF | 100.00% | 100.00% |
12/12/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 500,000 | 500,000 | 499,633 | 499,633 | 938,694 CHF | 943,694 CHF | 100.00% | 100.00% |
11/12/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500,000 | 500,000 | 499,130 | 499,130 | 957,575 CHF | 962,575 CHF | 100.00% | 100.00% |
10/12/2024 | 0.50% | 1.93 CHF | 1.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 995,547 CHF | 1,000,550 CHF | 100.00% | 100.00% |
09/12/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 992,186 CHF | 997,186 CHF | 99.89% | 99.89% |
06/12/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,016,880 CHF | 1,021,880 CHF | 100.00% | 100.00% |