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 | 0.41% | 2.51 CHF | 2.52 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 122,326 CHF | 122,822 CHF | 100.00% | 100.00% |
18/12/2024 | 0.42% | 2.39 CHF | 2.40 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 120,290 CHF | 120,785 CHF | 100.00% | 100.00% |
17/12/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 122,823 CHF | 123,319 CHF | 100.00% | 100.00% |
16/12/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 50,000 | 50,000 | 49,523 | 49,523 | 118,819 CHF | 119,314 CHF | 98.41% | 98.41% |
13/12/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 119,717 CHF | 120,213 CHF | 100.00% | 100.00% |
12/12/2024 | 0.41% | 2.52 CHF | 2.53 CHF | 50,000 | 50,000 | 49,529 | 49,529 | 120,962 CHF | 121,457 CHF | 100.00% | 100.00% |
11/12/2024 | 0.41% | 2.47 CHF | 2.48 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 122,949 CHF | 123,445 CHF | 100.00% | 100.00% |
10/12/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 126,389 CHF | 126,885 CHF | 100.00% | 100.00% |
09/12/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 126,065 CHF | 126,561 CHF | 100.00% | 100.00% |
06/12/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 128,366 CHF | 128,861 CHF | 100.00% | 100.00% |