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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.26% | 7.98 CHF | 8.00 CHF | 200,000 | 200,000 | 197,028 | 197,028 | 1,602,580 CHF | 1,606,550 CHF | 100.00% | 100.00% |
27/12/2024 | 0.25% | 8.23 CHF | 8.25 CHF | 200,000 | 200,000 | 197,375 | 197,375 | 1,669,860 CHF | 1,673,830 CHF | 100.00% | 100.00% |
23/12/2024 | 0.26% | 8.14 CHF | 8.16 CHF | 200,000 | 200,000 | 197,373 | 197,373 | 1,619,990 CHF | 1,623,960 CHF | 100.00% | 100.00% |
20/12/2024 | 0.27% | 8.33 CHF | 8.35 CHF | 210,000 | 210,000 | 207,237 | 207,237 | 1,632,660 CHF | 1,636,830 CHF | 100.00% | 100.00% |
19/12/2024 | 0.26% | 8.10 CHF | 8.12 CHF | 210,000 | 210,000 | 207,245 | 207,245 | 1,694,110 CHF | 1,698,280 CHF | 100.00% | 100.00% |
18/12/2024 | 0.24% | 8.92 CHF | 8.94 CHF | 200,000 | 200,000 | 197,360 | 197,360 | 1,755,590 CHF | 1,759,560 CHF | 99.64% | 99.64% |
17/12/2024 | 0.24% | 8.86 CHF | 8.88 CHF | 200,000 | 200,000 | 197,373 | 197,373 | 1,745,360 CHF | 1,749,330 CHF | 100.00% | 100.00% |
16/12/2024 | 0.23% | 9.06 CHF | 9.08 CHF | 200,000 | 200,000 | 197,306 | 197,306 | 1,790,250 CHF | 1,794,220 CHF | 98.89% | 98.89% |
13/12/2024 | 0.23% | 9.10 CHF | 9.12 CHF | 200,000 | 200,000 | 196,994 | 196,994 | 1,805,460 CHF | 1,809,430 CHF | 98.57% | 98.57% |
12/12/2024 | 0.23% | 9.22 CHF | 9.24 CHF | 200,000 | 200,000 | 197,377 | 197,377 | 1,810,080 CHF | 1,814,050 CHF | 100.00% | 100.00% |