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% | 6.46 CHF | 6.47 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,964,900 CHF | 1,967,900 CHF | 100.00% | 100.00% |
18/12/2024 | 0.14% | 6.96 CHF | 6.97 CHF | 300,000 | 300,000 | 299,764 | 299,764 | 2,103,480 CHF | 2,106,480 CHF | 99.68% | 99.68% |
17/12/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,121,410 CHF | 2,124,410 CHF | 100.00% | 100.00% |
16/12/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 300,000 | 300,000 | 299,696 | 299,696 | 2,102,270 CHF | 2,105,270 CHF | 99.99% | 99.99% |
13/12/2024 | 0.14% | 7.05 CHF | 7.06 CHF | 300,000 | 300,000 | 299,629 | 299,629 | 2,131,200 CHF | 2,134,200 CHF | 100.00% | 100.00% |
12/12/2024 | 0.14% | 7.12 CHF | 7.13 CHF | 300,000 | 300,000 | 299,631 | 299,631 | 2,131,730 CHF | 2,134,730 CHF | 99.60% | 99.60% |
11/12/2024 | 0.14% | 7.06 CHF | 7.07 CHF | 300,000 | 300,000 | 299,062 | 299,062 | 2,101,980 CHF | 2,104,980 CHF | 100.00% | 100.00% |
10/12/2024 | 0.14% | 7.02 CHF | 7.03 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,127,880 CHF | 2,130,880 CHF | 100.00% | 100.00% |
09/12/2024 | 0.14% | 7.19 CHF | 7.20 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,169,150 CHF | 2,172,150 CHF | 100.00% | 100.00% |
06/12/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,179,130 CHF | 2,182,130 CHF | 100.00% | 100.00% |