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% | 7.90 CHF | 7.91 CHF | 38,000 | 38,000 | 37,656 | 37,656 | 299,607 CHF | 299,984 CHF | 99.68% | 99.68% |
18/12/2024 | 0.12% | 8.39 CHF | 8.40 CHF | 38,000 | 38,000 | 37,657 | 37,655 | 318,047 CHF | 318,409 CHF | 100.00% | 100.00% |
17/12/2024 | 0.12% | 8.57 CHF | 8.58 CHF | 38,000 | 38,000 | 37,657 | 37,657 | 319,943 CHF | 320,314 CHF | 100.00% | 100.00% |
16/12/2024 | 0.12% | 8.49 CHF | 8.50 CHF | 38,000 | 38,000 | 37,654 | 37,654 | 317,882 CHF | 318,259 CHF | 99.12% | 99.12% |
13/12/2024 | 0.12% | 8.48 CHF | 8.49 CHF | 38,000 | 38,000 | 37,656 | 37,655 | 321,714 CHF | 322,082 CHF | 100.00% | 100.00% |
12/12/2024 | 0.12% | 8.56 CHF | 8.57 CHF | 50,000 | 38,000 | 49,532 | 37,657 | 423,188 CHF | 322,106 CHF | 100.00% | 100.00% |
11/12/2024 | 0.12% | 8.48 CHF | 8.49 CHF | 50,000 | 38,000 | 49,532 | 37,657 | 418,672 CHF | 318,674 CHF | 100.00% | 100.00% |
10/12/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 50,000 | 38,000 | 49,533 | 37,657 | 422,178 CHF | 321,332 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 8.63 CHF | 8.64 CHF | 50,000 | 38,000 | 49,531 | 37,656 | 428,993 CHF | 326,520 CHF | 100.00% | 100.00% |
06/12/2024 | 0.12% | 8.70 CHF | 8.71 CHF | 50,000 | 38,000 | 49,531 | 37,656 | 430,373 CHF | 327,570 CHF | 100.00% | 100.00% |