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% | 7.41 CHF | 7.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,250,720 CHF | 2,253,720 CHF | 100.00% | 100.00% |
18/12/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 300,000 | 300,000 | 299,769 | 299,769 | 2,389,160 CHF | 2,392,160 CHF | 99.68% | 99.68% |
17/12/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,407,170 CHF | 2,410,170 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 8.02 CHF | 8.03 CHF | 300,000 | 300,000 | 299,703 | 299,703 | 2,387,800 CHF | 2,390,800 CHF | 99.99% | 99.99% |
13/12/2024 | 0.12% | 8.00 CHF | 8.01 CHF | 300,000 | 300,000 | 299,638 | 299,638 | 2,416,470 CHF | 2,419,470 CHF | 100.00% | 100.00% |
12/12/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 300,000 | 300,000 | 299,644 | 299,644 | 2,417,050 CHF | 2,420,050 CHF | 99.60% | 99.60% |
11/12/2024 | 0.13% | 8.01 CHF | 8.02 CHF | 300,000 | 300,000 | 299,083 | 299,083 | 2,386,780 CHF | 2,389,780 CHF | 100.00% | 100.00% |
10/12/2024 | 0.12% | 7.97 CHF | 7.98 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,413,380 CHF | 2,416,380 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,454,600 CHF | 2,457,600 CHF | 100.00% | 100.00% |
06/12/2024 | 0.12% | 8.21 CHF | 8.22 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,464,460 CHF | 2,467,460 CHF | 100.00% | 100.00% |