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 | 0.13% | 7.39 CHF | 7.40 CHF | 510,000 | 510,000 | 478,896 | 478,896 | 3,604,530 CHF | 3,609,320 CHF | 98.76% | 98.76% |
18/12/2024 | 0.12% | 7.97 CHF | 7.98 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,103,940 CHF | 4,109,040 CHF | 100.00% | 100.00% |
17/12/2024 | 0.12% | 8.00 CHF | 8.01 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,135,530 CHF | 4,140,630 CHF | 99.37% | 99.37% |
16/12/2024 | 0.12% | 8.12 CHF | 8.13 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,156,090 CHF | 4,161,190 CHF | 99.39% | 99.39% |
13/12/2024 | 0.12% | 8.23 CHF | 8.24 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,279,800 CHF | 4,284,900 CHF | 100.00% | 100.00% |
12/12/2024 | 0.12% | 8.25 CHF | 8.26 CHF | 510,000 | 510,000 | 508,964 | 508,964 | 4,201,680 CHF | 4,206,780 CHF | 98.68% | 98.68% |
11/12/2024 | 0.13% | 8.21 CHF | 8.22 CHF | 510,000 | 510,000 | 505,390 | 505,390 | 4,091,800 CHF | 4,096,870 CHF | 99.55% | 99.55% |
10/12/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,132,160 CHF | 4,137,260 CHF | 100.00% | 100.00% |
09/12/2024 | 0.12% | 8.09 CHF | 8.10 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 4,168,610 CHF | 4,173,710 CHF | 97.79% | 97.79% |
06/12/2024 | 0.12% | 8.16 CHF | 8.17 CHF | 510,000 | 510,000 | 509,832 | 509,832 | 4,187,920 CHF | 4,193,020 CHF | 98.93% | 98.93% |