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 | 0.13% | 7.50 CHF | 7.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,276,440 CHF | 2,279,440 CHF | 100.00% | 100.00% |
18/12/2024 | 0.12% | 8.00 CHF | 8.01 CHF | 300,000 | 300,000 | 299,779 | 299,779 | 2,414,750 CHF | 2,417,750 CHF | 99.68% | 99.68% |
17/12/2024 | 0.12% | 8.18 CHF | 8.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,432,820 CHF | 2,435,820 CHF | 100.00% | 100.00% |
16/12/2024 | 0.12% | 8.10 CHF | 8.11 CHF | 300,000 | 300,000 | 299,696 | 299,696 | 2,413,330 CHF | 2,416,330 CHF | 100.00% | 100.00% |
13/12/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 300,000 | 300,000 | 299,619 | 299,619 | 2,441,930 CHF | 2,444,930 CHF | 100.00% | 100.00% |
12/12/2024 | 0.12% | 8.15 CHF | 8.16 CHF | 300,000 | 300,000 | 299,643 | 299,643 | 2,442,710 CHF | 2,445,710 CHF | 99.60% | 99.60% |
11/12/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 300,000 | 300,000 | 299,068 | 299,068 | 2,412,200 CHF | 2,415,200 CHF | 100.00% | 100.00% |
10/12/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,438,980 CHF | 2,441,980 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,480,270 CHF | 2,483,270 CHF | 100.00% | 100.00% |
06/12/2024 | 0.12% | 8.30 CHF | 8.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,490,030 CHF | 2,493,030 CHF | 100.00% | 100.00% |