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 | 0.09% | 11.32 CHF | 11.33 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,425,080 CHF | 3,428,080 CHF | 100.00% | 100.00% |
18/12/2024 | 0.08% | 11.82 CHF | 11.83 CHF | 300,000 | 300,000 | 299,789 | 299,789 | 3,562,140 CHF | 3,565,140 CHF | 99.68% | 99.68% |
17/12/2024 | 0.08% | 12.01 CHF | 12.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,580,890 CHF | 3,583,890 CHF | 100.00% | 100.00% |
16/12/2024 | 0.08% | 11.93 CHF | 11.94 CHF | 300,000 | 300,000 | 299,701 | 299,701 | 3,560,450 CHF | 3,563,450 CHF | 100.00% | 100.00% |
13/12/2024 | 0.08% | 11.91 CHF | 11.92 CHF | 300,000 | 300,000 | 299,628 | 299,628 | 3,587,960 CHF | 3,590,960 CHF | 100.00% | 100.00% |
12/12/2024 | 0.08% | 11.98 CHF | 11.99 CHF | 300,000 | 300,000 | 299,654 | 299,654 | 3,588,830 CHF | 3,591,830 CHF | 99.60% | 99.60% |
11/12/2024 | 0.08% | 11.92 CHF | 11.93 CHF | 300,000 | 300,000 | 299,095 | 299,095 | 3,556,380 CHF | 3,559,380 CHF | 100.00% | 100.00% |
10/12/2024 | 0.08% | 11.88 CHF | 11.89 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,585,780 CHF | 3,588,780 CHF | 100.00% | 100.00% |
09/12/2024 | 0.08% | 12.05 CHF | 12.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,626,980 CHF | 3,629,980 CHF | 100.00% | 100.00% |
06/12/2024 | 0.08% | 12.12 CHF | 12.13 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,636,700 CHF | 3,639,700 CHF | 100.00% | 100.00% |