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 | 0.19% | 5.15 CHF | 5.16 CHF | 510,000 | 510,000 | 478,875 | 478,875 | 2,532,620 CHF | 2,537,400 CHF | 98.77% | 98.77% |
18/12/2024 | 0.17% | 5.72 CHF | 5.73 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,957,210 CHF | 2,962,310 CHF | 100.00% | 100.00% |
17/12/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,985,490 CHF | 2,990,590 CHF | 99.37% | 99.37% |
16/12/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 510,000 | 510,000 | 509,999 | 509,999 | 3,010,520 CHF | 3,015,620 CHF | 99.42% | 99.42% |
13/12/2024 | 0.16% | 5.98 CHF | 5.99 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,134,080 CHF | 3,139,180 CHF | 100.00% | 100.00% |
12/12/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 510,000 | 510,000 | 508,952 | 508,952 | 3,065,100 CHF | 3,070,200 CHF | 98.68% | 98.68% |
11/12/2024 | 0.18% | 5.99 CHF | 6.00 CHF | 510,000 | 510,000 | 505,394 | 505,394 | 2,968,390 CHF | 2,973,470 CHF | 99.55% | 99.55% |
10/12/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,000,630 CHF | 3,005,730 CHF | 100.00% | 100.00% |
09/12/2024 | 0.17% | 5.87 CHF | 5.88 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,034,150 CHF | 3,039,250 CHF | 97.80% | 97.80% |
06/12/2024 | 0.17% | 5.95 CHF | 5.96 CHF | 510,000 | 510,000 | 509,831 | 509,831 | 3,055,340 CHF | 3,060,440 CHF | 98.93% | 98.93% |