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 | 0.12% | 8.57 CHF | 8.58 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,597,690 CHF | 2,600,690 CHF | 100.00% | 100.00% |
18/12/2024 | 0.11% | 9.07 CHF | 9.08 CHF | 300,000 | 300,000 | 299,778 | 299,778 | 2,735,800 CHF | 2,738,800 CHF | 99.68% | 99.68% |
17/12/2024 | 0.11% | 9.25 CHF | 9.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,754,140 CHF | 2,757,140 CHF | 100.00% | 100.00% |
16/12/2024 | 0.11% | 9.17 CHF | 9.18 CHF | 300,000 | 300,000 | 299,706 | 299,706 | 2,734,460 CHF | 2,737,460 CHF | 99.99% | 99.99% |
13/12/2024 | 0.11% | 9.16 CHF | 9.17 CHF | 300,000 | 300,000 | 299,640 | 299,640 | 2,763,000 CHF | 2,766,000 CHF | 100.00% | 100.00% |
12/12/2024 | 0.11% | 9.23 CHF | 9.24 CHF | 300,000 | 300,000 | 299,645 | 299,645 | 2,763,530 CHF | 2,766,530 CHF | 99.60% | 99.60% |
11/12/2024 | 0.11% | 9.16 CHF | 9.17 CHF | 300,000 | 300,000 | 299,086 | 299,086 | 2,732,580 CHF | 2,735,580 CHF | 100.00% | 100.00% |
10/12/2024 | 0.11% | 9.13 CHF | 9.14 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,760,170 CHF | 2,763,170 CHF | 100.00% | 100.00% |
09/12/2024 | 0.11% | 9.30 CHF | 9.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,801,410 CHF | 2,804,410 CHF | 100.00% | 100.00% |
06/12/2024 | 0.11% | 9.37 CHF | 9.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,811,070 CHF | 2,814,070 CHF | 100.00% | 100.00% |