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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.12% | 8.14 CHF | 8.15 CHF | 210,000 | 210,000 | 210,000 | 210,000 | 1,784,750 CHF | 1,786,850 CHF | 99.69% | 99.69% |
20/12/2024 | 0.13% | 8.67 CHF | 8.68 CHF | 231,700 | 231,700 | 231,700 | 231,700 | 1,739,380 CHF | 1,741,690 CHF | 100.00% | 100.00% |
19/12/2024 | 0.12% | 7.94 CHF | 7.95 CHF | 232,100 | 232,100 | 232,100 | 232,100 | 1,873,780 CHF | 1,876,110 CHF | 100.00% | 100.00% |
18/12/2024 | 0.09% | 10.73 CHF | 10.74 CHF | 176,500 | 176,500 | 176,500 | 176,500 | 1,879,880 CHF | 1,881,640 CHF | 99.64% | 99.64% |
17/12/2024 | 0.09% | 10.56 CHF | 10.57 CHF | 166,500 | 166,500 | 166,500 | 166,500 | 1,775,480 CHF | 1,777,140 CHF | 100.00% | 100.00% |
16/12/2024 | 0.09% | 11.43 CHF | 11.44 CHF | 162,300 | 162,300 | 162,300 | 162,300 | 1,866,530 CHF | 1,868,150 CHF | 98.88% | 98.88% |
13/12/2024 | 0.08% | 11.60 CHF | 11.61 CHF | 159,200 | 159,200 | 159,180 | 159,180 | 1,878,990 CHF | 1,880,580 CHF | 98.49% | 98.49% |
12/12/2024 | 0.08% | 12.22 CHF | 12.23 CHF | 151,400 | 151,400 | 151,400 | 151,400 | 1,826,730 CHF | 1,828,240 CHF | 99.73% | 99.73% |
11/12/2024 | 0.08% | 12.40 CHF | 12.41 CHF | 148,100 | 148,100 | 148,100 | 148,100 | 1,842,850 CHF | 1,844,330 CHF | 99.91% | 99.91% |
10/12/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 143,500 | 143,500 | 143,500 | 143,500 | 1,834,760 CHF | 1,836,190 CHF | 100.00% | 100.00% |