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% | 7.07 CHF | 7.08 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,148,170 CHF | 2,151,170 CHF | 100.00% | 100.00% |
18/12/2024 | 0.13% | 7.57 CHF | 7.58 CHF | 300,000 | 300,000 | 299,785 | 299,785 | 2,286,760 CHF | 2,289,760 CHF | 99.68% | 99.68% |
17/12/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,304,630 CHF | 2,307,630 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.68 CHF | 7.69 CHF | 300,000 | 300,000 | 299,700 | 299,700 | 2,285,380 CHF | 2,288,380 CHF | 100.00% | 100.00% |
13/12/2024 | 0.13% | 7.66 CHF | 7.67 CHF | 300,000 | 300,000 | 299,629 | 299,629 | 2,314,070 CHF | 2,317,070 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 300,000 | 300,000 | 299,653 | 299,653 | 2,314,830 CHF | 2,317,830 CHF | 99.60% | 99.60% |
11/12/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 300,000 | 300,000 | 299,089 | 299,089 | 2,284,650 CHF | 2,287,650 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,310,910 CHF | 2,313,910 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,352,180 CHF | 2,355,180 CHF | 100.00% | 100.00% |
06/12/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,362,080 CHF | 2,365,080 CHF | 100.00% | 100.00% |