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 | 0.16% | 5.98 CHF | 5.99 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,821,040 CHF | 1,824,040 CHF | 100.00% | 100.00% |
18/12/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 300,000 | 300,000 | 299,770 | 299,770 | 1,959,820 CHF | 1,962,820 CHF | 99.68% | 99.68% |
17/12/2024 | 0.15% | 6.67 CHF | 6.68 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,977,620 CHF | 1,980,620 CHF | 100.00% | 100.00% |
16/12/2024 | 0.15% | 6.59 CHF | 6.60 CHF | 300,000 | 300,000 | 299,701 | 299,701 | 1,958,740 CHF | 1,961,740 CHF | 99.99% | 99.99% |
13/12/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 300,000 | 300,000 | 299,634 | 299,634 | 1,987,640 CHF | 1,990,640 CHF | 100.00% | 100.00% |
12/12/2024 | 0.15% | 6.64 CHF | 6.65 CHF | 300,000 | 300,000 | 299,637 | 299,637 | 1,988,250 CHF | 1,991,250 CHF | 99.60% | 99.60% |
11/12/2024 | 0.15% | 6.58 CHF | 6.59 CHF | 300,000 | 300,000 | 299,077 | 299,077 | 1,958,840 CHF | 1,961,840 CHF | 100.00% | 100.00% |
10/12/2024 | 0.15% | 6.54 CHF | 6.55 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,984,190 CHF | 1,987,190 CHF | 100.00% | 100.00% |
09/12/2024 | 0.15% | 6.72 CHF | 6.73 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,025,520 CHF | 2,028,520 CHF | 100.00% | 100.00% |
06/12/2024 | 0.15% | 6.78 CHF | 6.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,035,550 CHF | 2,038,550 CHF | 100.00% | 100.00% |