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 | 0.83% | 6.06 CHF | 6.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 299,621 CHF | 302,121 CHF | 96.05% | 96.05% |
18/12/2024 | 0.88% | 5.69 CHF | 5.74 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 281,942 CHF | 284,442 CHF | 99.17% | 99.17% |
17/12/2024 | 0.88% | 5.60 CHF | 5.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 281,382 CHF | 283,882 CHF | 99.17% | 99.17% |
16/12/2024 | 0.88% | 5.58 CHF | 5.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 281,997 CHF | 284,497 CHF | 99.17% | 99.17% |
13/12/2024 | 0.91% | 5.56 CHF | 5.61 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 274,627 CHF | 277,127 CHF | 99.22% | 99.22% |
12/12/2024 | 0.92% | 5.48 CHF | 5.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 271,838 CHF | 274,338 CHF | 98.26% | 98.26% |
11/12/2024 | 0.91% | 5.44 CHF | 5.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 274,508 CHF | 277,008 CHF | 99.17% | 99.17% |
10/12/2024 | 0.89% | 5.58 CHF | 5.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 278,588 CHF | 281,088 CHF | 99.17% | 99.17% |
09/12/2024 | 0.90% | 5.55 CHF | 5.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 277,676 CHF | 280,176 CHF | 99.17% | 99.17% |
06/12/2024 | 0.89% | 5.54 CHF | 5.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 280,180 CHF | 282,680 CHF | 99.17% | 99.17% |