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 | 0.48% | 10.40 CHF | 10.45 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 313,430 CHF | 314,930 CHF | 49.36% | 49.36% |
18/12/2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 317,351 CHF | 318,839 CHF | 100.00% | 100.00% |
17/12/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 317,998 CHF | 319,486 CHF | 100.00% | 100.00% |
16/12/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,714 | 29,714 | 316,796 CHF | 318,283 CHF | 98.41% | 98.41% |
13/12/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 318,415 CHF | 319,902 CHF | 100.00% | 100.00% |
12/12/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 318,530 CHF | 320,016 CHF | 100.00% | 100.00% |
11/12/2024 | 0.47% | 10.70 CHF | 10.75 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 317,182 CHF | 318,669 CHF | 100.00% | 100.00% |
10/12/2024 | 0.47% | 10.65 CHF | 10.70 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 317,855 CHF | 319,343 CHF | 100.00% | 100.00% |
09/12/2024 | 0.47% | 10.75 CHF | 10.80 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 320,067 CHF | 321,553 CHF | 100.00% | 100.00% |
06/12/2024 | 0.47% | 10.80 CHF | 10.85 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 320,683 CHF | 322,169 CHF | 100.00% | 100.00% |