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 | 0.37% | 26.07 CHF | 26.17 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 133,528 CHF | 134,028 CHF | 100.00% | 100.00% |
18/12/2024 | 0.37% | 27.80 CHF | 27.90 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 136,172 CHF | 136,672 CHF | 100.00% | 100.00% |
17/12/2024 | 0.37% | 25.92 CHF | 26.02 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 133,196 CHF | 133,696 CHF | 100.00% | 100.00% |
16/12/2024 | 0.36% | 27.74 CHF | 27.84 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 138,669 CHF | 139,169 CHF | 100.00% | 100.00% |
13/12/2024 | 0.36% | 27.70 CHF | 27.80 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 137,846 CHF | 138,346 CHF | 100.00% | 100.00% |
12/12/2024 | 0.37% | 25.54 CHF | 25.64 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 133,887 CHF | 134,387 CHF | 99.77% | 99.77% |