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% | 6.72 CHF | 6.73 CHF | 75,000 | 75,000 | 74,297 | 74,297 | 503,221 CHF | 503,964 CHF | 99.70% | 99.70% |
18/12/2024 | 0.14% | 7.21 CHF | 7.22 CHF | 75,000 | 75,000 | 74,299 | 74,299 | 539,623 CHF | 540,366 CHF | 100.00% | 100.00% |
17/12/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 75,000 | 75,000 | 74,300 | 74,298 | 543,391 CHF | 544,118 CHF | 100.00% | 100.00% |
16/12/2024 | 0.14% | 7.31 CHF | 7.32 CHF | 75,000 | 75,000 | 74,292 | 74,292 | 539,294 CHF | 540,038 CHF | 99.13% | 99.13% |
13/12/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75,000 | 75,000 | 74,297 | 74,295 | 546,886 CHF | 547,612 CHF | 100.00% | 100.00% |
12/12/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 75,000 | 75,000 | 74,299 | 74,299 | 546,909 CHF | 547,653 CHF | 100.00% | 100.00% |
11/12/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 75,000 | 75,000 | 74,298 | 74,298 | 540,168 CHF | 540,911 CHF | 100.00% | 100.00% |
10/12/2024 | 0.14% | 7.27 CHF | 7.28 CHF | 75,000 | 75,000 | 74,300 | 74,298 | 545,412 CHF | 546,141 CHF | 100.00% | 100.00% |
09/12/2024 | 0.14% | 7.45 CHF | 7.46 CHF | 75,000 | 75,000 | 74,296 | 74,296 | 555,653 CHF | 556,397 CHF | 100.00% | 100.00% |
06/12/2024 | 0.13% | 7.51 CHF | 7.52 CHF | 75,000 | 75,000 | 74,296 | 74,296 | 557,766 CHF | 558,510 CHF | 100.00% | 100.00% |