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 | 0.15% | 6.69 CHF | 6.70 CHF | 652,300 | 652,300 | 652,300 | 652,300 | 4,390,060 CHF | 4,396,580 CHF | 100.00% | 100.00% |
18/12/2024 | 0.13% | 7.44 CHF | 7.45 CHF | 600,300 | 600,300 | 600,300 | 600,300 | 4,454,890 CHF | 4,460,890 CHF | 99.64% | 99.64% |
17/12/2024 | 0.13% | 7.40 CHF | 7.41 CHF | 588,900 | 588,900 | 588,900 | 588,900 | 4,378,070 CHF | 4,383,960 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.63 CHF | 7.64 CHF | 584,100 | 584,100 | 584,099 | 584,099 | 4,462,420 CHF | 4,468,260 CHF | 98.88% | 98.88% |
13/12/2024 | 0.13% | 7.67 CHF | 7.68 CHF | 580,400 | 580,400 | 580,092 | 580,092 | 4,481,620 CHF | 4,487,420 CHF | 98.52% | 98.52% |
12/12/2024 | 0.13% | 7.80 CHF | 7.81 CHF | 570,900 | 570,900 | 570,900 | 570,900 | 4,428,880 CHF | 4,434,590 CHF | 100.00% | 100.00% |
11/12/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 566,700 | 566,700 | 566,700 | 566,700 | 4,437,670 CHF | 4,443,340 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 560,900 | 560,900 | 560,900 | 560,900 | 4,429,040 CHF | 4,434,650 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 7.97 CHF | 7.98 CHF | 551,700 | 551,700 | 551,700 | 551,700 | 4,458,060 CHF | 4,463,580 CHF | 100.00% | 100.00% |
06/12/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 546,900 | 546,900 | 546,900 | 546,900 | 4,468,350 CHF | 4,473,820 CHF | 100.00% | 100.00% |