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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/01/2025 | 0.15% | 6.74 CHF | 6.75 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,002,840 CHF | 2,005,840 CHF | 99.84% | 99.84% |
30/12/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 300,000 | 300,000 | 299,916 | 299,916 | 1,973,210 CHF | 1,976,210 CHF | 99.79% | 99.79% |
27/12/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 300,000 | 300,000 | 299,947 | 299,947 | 1,956,270 CHF | 1,959,270 CHF | 100.00% | 100.00% |
23/12/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,901,260 CHF | 1,904,260 CHF | 100.00% | 100.00% |
20/12/2024 | 0.17% | 6.20 CHF | 6.21 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,809,840 CHF | 1,812,840 CHF | 100.00% | 100.00% |
19/12/2024 | 0.16% | 6.22 CHF | 6.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,892,980 CHF | 1,895,980 CHF | 100.00% | 100.00% |
18/12/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 300,000 | 300,000 | 299,775 | 299,775 | 2,031,700 CHF | 2,034,700 CHF | 99.68% | 99.68% |
17/12/2024 | 0.15% | 6.91 CHF | 6.92 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,049,480 CHF | 2,052,480 CHF | 100.00% | 100.00% |
16/12/2024 | 0.15% | 6.83 CHF | 6.84 CHF | 300,000 | 300,000 | 299,693 | 299,693 | 2,030,450 CHF | 2,033,450 CHF | 100.00% | 100.00% |
13/12/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 300,000 | 300,000 | 299,620 | 299,620 | 2,059,310 CHF | 2,062,310 CHF | 100.00% | 100.00% |