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 | 0.13% | 7.87 CHF | 7.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,388,260 CHF | 2,391,260 CHF | 100.00% | 100.00% |
18/12/2024 | 0.12% | 8.37 CHF | 8.38 CHF | 300,000 | 300,000 | 299,772 | 299,772 | 2,526,560 CHF | 2,529,560 CHF | 99.68% | 99.68% |
17/12/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,544,730 CHF | 2,547,730 CHF | 100.00% | 100.00% |
16/12/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 300,000 | 300,000 | 299,703 | 299,703 | 2,524,640 CHF | 2,527,640 CHF | 99.99% | 99.99% |
13/12/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 300,000 | 300,000 | 299,638 | 299,638 | 2,553,830 CHF | 2,556,830 CHF | 100.00% | 100.00% |
12/12/2024 | 0.12% | 8.53 CHF | 8.54 CHF | 300,000 | 300,000 | 299,641 | 299,641 | 2,554,350 CHF | 2,557,350 CHF | 99.60% | 99.60% |
11/12/2024 | 0.12% | 8.47 CHF | 8.48 CHF | 300,000 | 300,000 | 299,078 | 299,078 | 2,523,760 CHF | 2,526,760 CHF | 100.00% | 100.00% |
10/12/2024 | 0.12% | 8.43 CHF | 8.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,550,780 CHF | 2,553,780 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 8.60 CHF | 8.61 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,591,980 CHF | 2,594,980 CHF | 100.00% | 100.00% |
06/12/2024 | 0.12% | 8.67 CHF | 8.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,601,700 CHF | 2,604,700 CHF | 100.00% | 100.00% |