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 | 0.14% | 7.15 CHF | 7.16 CHF | 580,000 | 580,000 | 544,637 | 544,637 | 3,954,600 CHF | 3,960,040 CHF | 98.76% | 98.76% |
18/12/2024 | 0.13% | 7.61 CHF | 7.62 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 4,459,550 CHF | 4,465,350 CHF | 100.00% | 100.00% |
17/12/2024 | 0.13% | 7.65 CHF | 7.66 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 4,489,590 CHF | 4,495,390 CHF | 99.37% | 99.37% |
16/12/2024 | 0.13% | 7.76 CHF | 7.77 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 4,514,180 CHF | 4,519,980 CHF | 99.42% | 99.42% |
13/12/2024 | 0.13% | 7.84 CHF | 7.85 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 4,627,490 CHF | 4,633,290 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.86 CHF | 7.87 CHF | 580,000 | 580,000 | 578,843 | 578,843 | 4,548,580 CHF | 4,554,380 CHF | 98.68% | 98.68% |
11/12/2024 | 0.13% | 7.82 CHF | 7.83 CHF | 580,000 | 580,000 | 574,757 | 574,757 | 4,448,260 CHF | 4,454,030 CHF | 99.55% | 99.55% |
10/12/2024 | 0.13% | 7.73 CHF | 7.74 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 4,490,960 CHF | 4,496,760 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 7.72 CHF | 7.73 CHF | 580,000 | 580,000 | 580,000 | 580,000 | 4,520,760 CHF | 4,526,560 CHF | 97.79% | 97.79% |
06/12/2024 | 0.13% | 7.78 CHF | 7.79 CHF | 580,000 | 580,000 | 579,818 | 579,818 | 4,539,100 CHF | 4,544,900 CHF | 98.93% | 98.93% |