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% | 6.70 CHF | 6.71 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,036,820 CHF | 2,039,820 CHF | 100.00% | 100.00% |
18/12/2024 | 0.14% | 7.20 CHF | 7.21 CHF | 300,000 | 300,000 | 299,779 | 299,779 | 2,175,480 CHF | 2,178,480 CHF | 99.68% | 99.68% |
17/12/2024 | 0.14% | 7.39 CHF | 7.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,193,320 CHF | 2,196,320 CHF | 100.00% | 100.00% |
16/12/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 300,000 | 300,000 | 299,698 | 299,698 | 2,174,150 CHF | 2,177,150 CHF | 100.00% | 100.00% |
13/12/2024 | 0.14% | 7.29 CHF | 7.30 CHF | 300,000 | 300,000 | 299,620 | 299,620 | 2,202,870 CHF | 2,205,870 CHF | 100.00% | 100.00% |
12/12/2024 | 0.14% | 7.36 CHF | 7.37 CHF | 300,000 | 300,000 | 299,644 | 299,644 | 2,203,650 CHF | 2,206,650 CHF | 99.60% | 99.60% |
11/12/2024 | 0.14% | 7.30 CHF | 7.31 CHF | 300,000 | 300,000 | 299,072 | 299,072 | 2,173,710 CHF | 2,176,710 CHF | 100.00% | 100.00% |
10/12/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,199,740 CHF | 2,202,740 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 7.43 CHF | 7.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,240,990 CHF | 2,243,990 CHF | 100.00% | 100.00% |
06/12/2024 | 0.13% | 7.50 CHF | 7.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,250,890 CHF | 2,253,890 CHF | 100.00% | 100.00% |