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% | 7.33 CHF | 7.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,228,020 CHF | 2,231,020 CHF | 100.00% | 100.00% |
18/12/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 300,000 | 300,000 | 299,779 | 299,779 | 2,366,400 CHF | 2,369,400 CHF | 99.68% | 99.68% |
17/12/2024 | 0.13% | 8.02 CHF | 8.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,384,430 CHF | 2,387,430 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 300,000 | 300,000 | 299,695 | 299,695 | 2,365,070 CHF | 2,368,070 CHF | 100.00% | 100.00% |
13/12/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 300,000 | 300,000 | 299,632 | 299,632 | 2,393,750 CHF | 2,396,750 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.99 CHF | 8.00 CHF | 300,000 | 300,000 | 299,652 | 299,652 | 2,394,500 CHF | 2,397,500 CHF | 99.60% | 99.60% |
11/12/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 300,000 | 300,000 | 299,085 | 299,085 | 2,364,180 CHF | 2,367,180 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.90 CHF | 7.91 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,390,680 CHF | 2,393,680 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 8.07 CHF | 8.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,431,970 CHF | 2,434,970 CHF | 100.00% | 100.00% |
06/12/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,441,760 CHF | 2,444,760 CHF | 100.00% | 100.00% |