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 | 0.14% | 7.27 CHF | 7.28 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 363,165 CHF | 363,660 CHF | 99.71% | 99.71% |
18/12/2024 | 0.13% | 7.77 CHF | 7.78 CHF | 50,000 | 50,000 | 49,533 | 49,533 | 387,408 CHF | 387,904 CHF | 100.00% | 100.00% |
17/12/2024 | 0.13% | 7.95 CHF | 7.96 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 389,910 CHF | 390,392 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.87 CHF | 7.88 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 387,198 CHF | 387,694 CHF | 99.13% | 99.13% |
13/12/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 392,228 CHF | 392,710 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.93 CHF | 7.94 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 392,265 CHF | 392,752 CHF | 100.00% | 100.00% |
11/12/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 387,756 CHF | 388,252 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.83 CHF | 7.84 CHF | 50,000 | 50,000 | 49,533 | 49,532 | 391,246 CHF | 391,730 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 8.01 CHF | 8.02 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 398,071 CHF | 398,567 CHF | 100.00% | 100.00% |
06/12/2024 | 0.13% | 8.07 CHF | 8.08 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 399,483 CHF | 399,971 CHF | 100.00% | 100.00% |