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 | 0.17% | 5.92 CHF | 5.93 CHF | 610,000 | 610,000 | 572,795 | 572,795 | 3,447,080 CHF | 3,452,800 CHF | 98.76% | 98.76% |
18/12/2024 | 0.16% | 6.35 CHF | 6.36 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 3,916,180 CHF | 3,922,280 CHF | 100.00% | 100.00% |
17/12/2024 | 0.15% | 6.38 CHF | 6.39 CHF | 610,000 | 610,000 | 610,000 | 610,000 | 3,945,150 CHF | 3,951,250 CHF | 99.37% | 99.37% |
16/12/2024 | 0.15% | 6.49 CHF | 6.50 CHF | 610,000 | 610,000 | 609,999 | 609,999 | 3,973,450 CHF | 3,979,550 CHF | 99.42% | 99.42% |
13/12/2024 | 0.15% | 6.57 CHF | 6.58 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 4,020,580 CHF | 4,026,580 CHF | 100.00% | 100.00% |
12/12/2024 | 0.15% | 6.60 CHF | 6.61 CHF | 600,000 | 600,000 | 598,789 | 598,789 | 3,946,180 CHF | 3,952,180 CHF | 98.68% | 98.68% |
11/12/2024 | 0.16% | 6.56 CHF | 6.57 CHF | 610,000 | 610,000 | 604,491 | 604,491 | 3,916,770 CHF | 3,922,840 CHF | 99.55% | 99.55% |
10/12/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 3,891,960 CHF | 3,897,960 CHF | 100.00% | 100.00% |
09/12/2024 | 0.15% | 6.46 CHF | 6.47 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 3,918,840 CHF | 3,924,840 CHF | 97.79% | 97.79% |
06/12/2024 | 0.15% | 6.52 CHF | 6.53 CHF | 600,000 | 600,000 | 599,801 | 599,801 | 3,938,140 CHF | 3,944,140 CHF | 98.93% | 98.93% |