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% | 6.94 CHF | 6.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,108,770 CHF | 2,111,770 CHF | 100.00% | 100.00% |
18/12/2024 | 0.13% | 7.44 CHF | 7.45 CHF | 300,000 | 300,000 | 299,781 | 299,781 | 2,247,300 CHF | 2,250,300 CHF | 99.68% | 99.68% |
17/12/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,265,260 CHF | 2,268,260 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 300,000 | 300,000 | 299,704 | 299,704 | 2,246,040 CHF | 2,249,040 CHF | 100.00% | 100.00% |
13/12/2024 | 0.13% | 7.53 CHF | 7.54 CHF | 300,000 | 300,000 | 299,627 | 299,627 | 2,274,730 CHF | 2,277,730 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.60 CHF | 7.61 CHF | 300,000 | 300,000 | 299,649 | 299,649 | 2,275,450 CHF | 2,278,450 CHF | 99.60% | 99.60% |
11/12/2024 | 0.13% | 7.54 CHF | 7.55 CHF | 300,000 | 300,000 | 299,085 | 299,085 | 2,245,410 CHF | 2,248,410 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,271,570 CHF | 2,274,570 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,312,850 CHF | 2,315,850 CHF | 100.00% | 100.00% |
06/12/2024 | 0.13% | 7.74 CHF | 7.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,322,700 CHF | 2,325,700 CHF | 100.00% | 100.00% |