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 | 0.14% | 7.12 CHF | 7.13 CHF | 50,000 | 49,980 | 49,529 | 49,509 | 355,418 CHF | 355,772 CHF | 99.68% | 99.68% |
18/12/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 50,000 | 49,980 | 49,533 | 49,513 | 379,634 CHF | 379,978 CHF | 100.00% | 100.00% |
17/12/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 50,000 | 49,980 | 49,533 | 49,511 | 382,105 CHF | 382,436 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.71 CHF | 7.72 CHF | 50,000 | 49,980 | 49,528 | 49,508 | 379,416 CHF | 379,760 CHF | 99.12% | 99.12% |
13/12/2024 | 0.13% | 7.70 CHF | 7.71 CHF | 50,000 | 49,980 | 49,534 | 49,510 | 384,461 CHF | 384,769 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 50,000 | 49,980 | 49,532 | 49,513 | 384,506 CHF | 384,848 CHF | 100.00% | 100.00% |
11/12/2024 | 0.13% | 7.69 CHF | 7.70 CHF | 50,000 | 49,980 | 49,532 | 49,512 | 380,008 CHF | 380,351 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 50,000 | 49,980 | 49,533 | 49,512 | 383,479 CHF | 383,812 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 50,000 | 49,980 | 49,531 | 49,511 | 390,322 CHF | 390,662 CHF | 100.00% | 100.00% |
06/12/2024 | 0.13% | 7.92 CHF | 7.93 CHF | 50,000 | 49,980 | 49,531 | 49,511 | 391,786 CHF | 392,125 CHF | 100.00% | 100.00% |