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 | 0.11% | 9.31 CHF | 9.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,821,460 CHF | 2,824,460 CHF | 100.00% | 100.00% |
18/12/2024 | 0.10% | 9.81 CHF | 9.82 CHF | 300,000 | 300,000 | 299,783 | 299,783 | 2,959,510 CHF | 2,962,510 CHF | 99.68% | 99.68% |
17/12/2024 | 0.10% | 10.00 CHF | 10.01 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,977,890 CHF | 2,980,890 CHF | 100.00% | 100.00% |
16/12/2024 | 0.10% | 9.92 CHF | 9.93 CHF | 300,000 | 300,000 | 299,695 | 299,695 | 2,958,000 CHF | 2,961,000 CHF | 100.00% | 100.00% |
13/12/2024 | 0.10% | 9.90 CHF | 9.91 CHF | 300,000 | 300,000 | 299,625 | 299,625 | 2,986,260 CHF | 2,989,260 CHF | 100.00% | 100.00% |
12/12/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 300,000 | 300,000 | 299,648 | 299,648 | 2,987,050 CHF | 2,990,050 CHF | 99.60% | 99.60% |
11/12/2024 | 0.10% | 9.91 CHF | 9.92 CHF | 300,000 | 300,000 | 299,082 | 299,082 | 2,955,650 CHF | 2,958,650 CHF | 100.00% | 100.00% |
10/12/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,983,350 CHF | 2,986,350 CHF | 100.00% | 100.00% |
09/12/2024 | 0.10% | 10.05 CHF | 10.06 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,024,580 CHF | 3,027,580 CHF | 100.00% | 100.00% |
06/12/2024 | 0.10% | 10.11 CHF | 10.12 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,034,320 CHF | 3,037,320 CHF | 100.00% | 100.00% |