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% | 8.06 CHF | 8.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,446,460 CHF | 2,449,460 CHF | 100.00% | 100.00% |
18/12/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 300,000 | 300,000 | 299,780 | 299,780 | 2,584,760 CHF | 2,587,760 CHF | 99.68% | 99.68% |
17/12/2024 | 0.12% | 8.75 CHF | 8.76 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,602,890 CHF | 2,605,890 CHF | 100.00% | 100.00% |
16/12/2024 | 0.12% | 8.67 CHF | 8.68 CHF | 300,000 | 300,000 | 299,702 | 299,702 | 2,583,440 CHF | 2,586,440 CHF | 100.00% | 100.00% |
13/12/2024 | 0.11% | 8.65 CHF | 8.66 CHF | 300,000 | 300,000 | 299,627 | 299,627 | 2,611,750 CHF | 2,614,750 CHF | 100.00% | 100.00% |
12/12/2024 | 0.11% | 8.72 CHF | 8.73 CHF | 300,000 | 300,000 | 299,653 | 299,653 | 2,612,530 CHF | 2,615,530 CHF | 99.60% | 99.60% |
11/12/2024 | 0.12% | 8.66 CHF | 8.67 CHF | 300,000 | 300,000 | 299,092 | 299,092 | 2,581,890 CHF | 2,584,890 CHF | 100.00% | 100.00% |
10/12/2024 | 0.11% | 8.62 CHF | 8.63 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,608,940 CHF | 2,611,940 CHF | 100.00% | 100.00% |
09/12/2024 | 0.11% | 8.80 CHF | 8.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,650,210 CHF | 2,653,210 CHF | 100.00% | 100.00% |
06/12/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,659,940 CHF | 2,662,940 CHF | 100.00% | 100.00% |