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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/12/2024 | 0.12% | 8.65 CHF | 8.66 CHF | 300,000 | 300,000 | 299,947 | 299,947 | 2,570,540 CHF | 2,573,540 CHF | 100.00% | 100.00% |
23/12/2024 | 0.12% | 8.41 CHF | 8.42 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,515,410 CHF | 2,518,410 CHF | 100.00% | 100.00% |
20/12/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,423,730 CHF | 2,426,730 CHF | 100.00% | 100.00% |
19/12/2024 | 0.12% | 8.26 CHF | 8.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,506,830 CHF | 2,509,830 CHF | 100.00% | 100.00% |
18/12/2024 | 0.11% | 8.77 CHF | 8.78 CHF | 300,000 | 300,000 | 299,770 | 299,770 | 2,644,890 CHF | 2,647,890 CHF | 99.68% | 99.68% |
17/12/2024 | 0.11% | 8.95 CHF | 8.96 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,663,120 CHF | 2,666,120 CHF | 100.00% | 100.00% |
16/12/2024 | 0.11% | 8.87 CHF | 8.88 CHF | 300,000 | 300,000 | 299,702 | 299,702 | 2,643,570 CHF | 2,646,570 CHF | 100.00% | 100.00% |
13/12/2024 | 0.11% | 8.85 CHF | 8.86 CHF | 300,000 | 300,000 | 299,633 | 299,633 | 2,671,940 CHF | 2,674,940 CHF | 100.00% | 100.00% |
12/12/2024 | 0.11% | 8.92 CHF | 8.93 CHF | 300,000 | 300,000 | 299,641 | 299,641 | 2,672,560 CHF | 2,675,560 CHF | 99.60% | 99.60% |
11/12/2024 | 0.11% | 8.86 CHF | 8.87 CHF | 300,000 | 300,000 | 299,081 | 299,081 | 2,641,770 CHF | 2,644,770 CHF | 100.00% | 100.00% |