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% | 6.64 CHF | 6.65 CHF | 510,000 | 510,000 | 478,890 | 478,890 | 3,247,160 CHF | 3,251,950 CHF | 98.76% | 98.76% |
18/12/2024 | 0.14% | 7.22 CHF | 7.23 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,721,680 CHF | 3,726,780 CHF | 100.00% | 100.00% |
17/12/2024 | 0.14% | 7.25 CHF | 7.26 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,752,190 CHF | 3,757,290 CHF | 99.37% | 99.37% |
16/12/2024 | 0.14% | 7.37 CHF | 7.38 CHF | 510,000 | 510,000 | 509,999 | 509,999 | 3,774,190 CHF | 3,779,290 CHF | 99.39% | 99.39% |
13/12/2024 | 0.13% | 7.48 CHF | 7.49 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,897,800 CHF | 3,902,900 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 7.51 CHF | 7.52 CHF | 510,000 | 510,000 | 508,983 | 508,983 | 3,822,910 CHF | 3,828,000 CHF | 98.68% | 98.68% |
11/12/2024 | 0.14% | 7.47 CHF | 7.48 CHF | 510,000 | 510,000 | 505,390 | 505,390 | 3,717,250 CHF | 3,722,320 CHF | 99.55% | 99.55% |
10/12/2024 | 0.14% | 7.35 CHF | 7.36 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,754,850 CHF | 3,759,950 CHF | 100.00% | 100.00% |
09/12/2024 | 0.13% | 7.35 CHF | 7.36 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,790,280 CHF | 3,795,380 CHF | 97.79% | 97.79% |
06/12/2024 | 0.13% | 7.43 CHF | 7.44 CHF | 510,000 | 510,000 | 509,842 | 509,842 | 3,810,370 CHF | 3,815,470 CHF | 98.93% | 98.93% |