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 | 0.43% | 9.99 CHF | 10.00 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 300,620 CHF | 301,925 CHF | 49.36% | 49.36% |
18/12/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 304,552 CHF | 306,038 CHF | 100.00% | 100.00% |
17/12/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 305,312 CHF | 306,799 CHF | 100.00% | 100.00% |
16/12/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30,000 | 30,000 | 29,714 | 29,714 | 304,641 CHF | 306,128 CHF | 98.41% | 98.41% |
13/12/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 305,944 CHF | 307,432 CHF | 100.00% | 100.00% |
12/12/2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 305,801 CHF | 307,287 CHF | 100.00% | 100.00% |
11/12/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 304,491 CHF | 305,978 CHF | 100.00% | 100.00% |
10/12/2024 | 0.49% | 10.25 CHF | 10.30 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 305,682 CHF | 307,168 CHF | 100.00% | 100.00% |
09/12/2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 307,603 CHF | 309,088 CHF | 100.00% | 100.00% |
06/12/2024 | 0.49% | 10.35 CHF | 10.40 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 307,689 CHF | 309,176 CHF | 100.00% | 100.00% |