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% | 7.26 CHF | 7.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,204,470 CHF | 2,207,470 CHF | 100.00% | 100.00% |
18/12/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 300,000 | 300,000 | 299,770 | 299,770 | 2,342,780 CHF | 2,345,780 CHF | 99.68% | 99.68% |
17/12/2024 | 0.13% | 7.94 CHF | 7.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,360,870 CHF | 2,363,870 CHF | 100.00% | 100.00% |
16/12/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 300,000 | 300,000 | 299,701 | 299,701 | 2,341,500 CHF | 2,344,500 CHF | 99.99% | 99.99% |
13/12/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 300,000 | 300,000 | 299,634 | 299,634 | 2,370,270 CHF | 2,373,270 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.91 CHF | 7.92 CHF | 300,000 | 300,000 | 299,637 | 299,637 | 2,370,830 CHF | 2,373,830 CHF | 99.60% | 99.60% |
11/12/2024 | 0.13% | 7.85 CHF | 7.86 CHF | 300,000 | 300,000 | 299,077 | 299,077 | 2,340,640 CHF | 2,343,640 CHF | 100.00% | 100.00% |
10/12/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,367,130 CHF | 2,370,130 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 7.99 CHF | 8.00 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,408,410 CHF | 2,411,410 CHF | 100.00% | 100.00% |
06/12/2024 | 0.12% | 8.06 CHF | 8.07 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,418,190 CHF | 2,421,190 CHF | 100.00% | 100.00% |