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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.12% | 8.63 CHF | 8.64 CHF | 300,000 | 300,000 | 299,916 | 299,916 | 2,595,020 CHF | 2,598,020 CHF | 99.80% | 99.80% |
27/12/2024 | 0.12% | 8.67 CHF | 8.68 CHF | 300,000 | 300,000 | 299,947 | 299,947 | 2,578,170 CHF | 2,581,170 CHF | 100.00% | 100.00% |
23/12/2024 | 0.12% | 8.44 CHF | 8.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,522,550 CHF | 2,525,550 CHF | 100.00% | 100.00% |
20/12/2024 | 0.12% | 8.27 CHF | 8.28 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,431,100 CHF | 2,434,100 CHF | 100.00% | 100.00% |
19/12/2024 | 0.12% | 8.29 CHF | 8.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,514,260 CHF | 2,517,260 CHF | 100.00% | 100.00% |
18/12/2024 | 0.11% | 8.79 CHF | 8.80 CHF | 300,000 | 300,000 | 299,775 | 299,775 | 2,652,480 CHF | 2,655,480 CHF | 99.68% | 99.68% |
17/12/2024 | 0.11% | 8.98 CHF | 8.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,670,730 CHF | 2,673,730 CHF | 100.00% | 100.00% |
16/12/2024 | 0.11% | 8.90 CHF | 8.91 CHF | 300,000 | 300,000 | 299,711 | 299,711 | 2,651,230 CHF | 2,654,230 CHF | 99.99% | 99.99% |
13/12/2024 | 0.11% | 8.88 CHF | 8.89 CHF | 300,000 | 300,000 | 299,642 | 299,642 | 2,679,710 CHF | 2,682,710 CHF | 100.00% | 100.00% |
12/12/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 300,000 | 300,000 | 299,648 | 299,648 | 2,680,260 CHF | 2,683,260 CHF | 99.60% | 99.60% |