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 | 0.45% | 2.27 CHF | 2.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,114,130 CHF | 1,119,130 CHF | 100.00% | 100.00% |
18/12/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 500,000 | 500,000 | 499,845 | 499,845 | 1,093,020 CHF | 1,098,020 CHF | 100.00% | 100.00% |
17/12/2024 | 0.45% | 2.28 CHF | 2.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,120,350 CHF | 1,125,350 CHF | 100.00% | 100.00% |
16/12/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 500,000 | 500,000 | 499,726 | 499,726 | 1,079,020 CHF | 1,084,020 CHF | 100.00% | 100.00% |
13/12/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 500,000 | 500,000 | 499,603 | 499,603 | 1,087,570 CHF | 1,092,570 CHF | 99.88% | 99.88% |
12/12/2024 | 0.45% | 2.29 CHF | 2.30 CHF | 500,000 | 500,000 | 499,637 | 499,637 | 1,101,560 CHF | 1,106,560 CHF | 100.00% | 100.00% |
11/12/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500,000 | 500,000 | 499,130 | 499,130 | 1,119,690 CHF | 1,124,690 CHF | 100.00% | 100.00% |
10/12/2024 | 0.43% | 2.26 CHF | 2.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,156,620 CHF | 1,161,620 CHF | 100.00% | 100.00% |
09/12/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,153,000 CHF | 1,158,000 CHF | 99.86% | 99.86% |
06/12/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,178,000 CHF | 1,183,000 CHF | 100.00% | 100.00% |