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 | 0.66% | 1.55 CHF | 1.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 754,910 CHF | 759,910 CHF | 100.00% | 100.00% |
18/12/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 500,000 | 500,000 | 499,844 | 499,844 | 735,178 CHF | 740,178 CHF | 100.00% | 100.00% |
17/12/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 761,020 CHF | 766,020 CHF | 100.00% | 100.00% |
16/12/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 500,000 | 500,000 | 499,727 | 499,727 | 721,680 CHF | 726,680 CHF | 100.00% | 100.00% |
13/12/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 500,000 | 500,000 | 499,604 | 499,604 | 729,575 CHF | 734,575 CHF | 99.89% | 99.89% |
12/12/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 500,000 | 500,000 | 499,636 | 499,636 | 746,059 CHF | 751,059 CHF | 100.00% | 100.00% |
11/12/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 500,000 | 500,000 | 499,125 | 499,125 | 766,240 CHF | 771,240 CHF | 100.00% | 100.00% |
10/12/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 804,001 CHF | 809,001 CHF | 100.00% | 100.00% |
09/12/2024 | 0.62% | 1.56 CHF | 1.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 801,199 CHF | 806,199 CHF | 99.85% | 99.85% |
06/12/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 826,672 CHF | 831,672 CHF | 100.00% | 100.00% |