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% | 7.06 CHF | 7.07 CHF | 46,000 | 46,000 | 45,573 | 45,573 | 324,341 CHF | 324,797 CHF | 99.69% | 99.69% |
18/12/2024 | 0.13% | 7.55 CHF | 7.56 CHF | 46,000 | 46,000 | 45,574 | 45,571 | 346,643 CHF | 347,072 CHF | 100.00% | 100.00% |
17/12/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 46,000 | 46,000 | 45,574 | 45,571 | 348,981 CHF | 349,412 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 46,000 | 46,000 | 45,568 | 45,568 | 346,470 CHF | 346,926 CHF | 99.12% | 99.12% |
13/12/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 46,000 | 46,000 | 45,572 | 45,572 | 351,119 CHF | 351,575 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.72 CHF | 7.73 CHF | 50,000 | 46,000 | 49,532 | 45,571 | 381,670 CHF | 351,602 CHF | 100.00% | 100.00% |
11/12/2024 | 0.13% | 7.64 CHF | 7.65 CHF | 50,000 | 46,000 | 49,532 | 45,570 | 377,158 CHF | 347,447 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.62 CHF | 7.63 CHF | 50,000 | 46,000 | 49,533 | 45,571 | 380,635 CHF | 350,643 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 7.79 CHF | 7.80 CHF | 50,000 | 46,000 | 49,530 | 45,572 | 387,458 CHF | 356,950 CHF | 100.00% | 100.00% |
06/12/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 50,000 | 46,000 | 49,529 | 45,571 | 388,856 CHF | 358,237 CHF | 100.00% | 100.00% |