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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.12% | 8.00 CHF | 8.01 CHF | 577,100 | 577,100 | 576,914 | 576,914 | 4,679,100 CHF | 4,684,870 CHF | 99.75% | 99.75% |
27/12/2024 | 0.12% | 8.17 CHF | 8.18 CHF | 588,100 | 588,100 | 588,100 | 588,100 | 4,785,890 CHF | 4,791,770 CHF | 98.93% | 98.93% |
23/12/2024 | 0.12% | 7.98 CHF | 7.99 CHF | 584,400 | 584,400 | 584,400 | 584,400 | 4,676,540 CHF | 4,682,380 CHF | 100.00% | 100.00% |
20/12/2024 | 0.13% | 8.07 CHF | 8.08 CHF | 576,700 | 576,700 | 576,700 | 576,700 | 4,490,180 CHF | 4,495,950 CHF | 100.00% | 100.00% |
19/12/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 552,900 | 552,900 | 552,900 | 552,900 | 4,586,760 CHF | 4,592,290 CHF | 99.42% | 99.42% |
18/12/2024 | 0.11% | 8.69 CHF | 8.70 CHF | 552,400 | 552,400 | 552,400 | 552,400 | 4,843,750 CHF | 4,849,270 CHF | 100.00% | 100.00% |
17/12/2024 | 0.11% | 8.73 CHF | 8.74 CHF | 546,700 | 546,700 | 546,700 | 546,700 | 4,828,020 CHF | 4,833,490 CHF | 100.00% | 100.00% |
16/12/2024 | 0.11% | 8.84 CHF | 8.85 CHF | 538,700 | 538,700 | 538,700 | 538,700 | 4,775,840 CHF | 4,781,230 CHF | 99.36% | 99.36% |
13/12/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 536,900 | 536,900 | 536,900 | 536,900 | 4,886,170 CHF | 4,891,540 CHF | 100.00% | 100.00% |
12/12/2024 | 0.11% | 8.96 CHF | 8.97 CHF | 538,900 | 538,900 | 538,900 | 538,900 | 4,830,880 CHF | 4,836,270 CHF | 100.00% | 100.00% |