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% | 9.30 CHF | 9.31 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 185,349 CHF | 185,548 CHF | 99.68% | 99.68% |
18/12/2024 | 0.10% | 9.79 CHF | 9.80 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 195,054 CHF | 195,236 CHF | 100.00% | 100.00% |
17/12/2024 | 0.10% | 9.97 CHF | 9.98 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 196,054 CHF | 196,235 CHF | 100.00% | 100.00% |
16/12/2024 | 0.10% | 9.89 CHF | 9.90 CHF | 20,000 | 20,000 | 19,811 | 19,810 | 194,966 CHF | 195,152 CHF | 99.12% | 99.12% |
13/12/2024 | 0.10% | 9.88 CHF | 9.89 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 196,958 CHF | 197,157 CHF | 100.00% | 100.00% |
12/12/2024 | 0.13% | 9.95 CHF | 9.96 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 196,940 CHF | 197,179 CHF | 100.00% | 100.00% |
11/12/2024 | 0.10% | 9.87 CHF | 9.88 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 195,162 CHF | 195,344 CHF | 100.00% | 100.00% |
10/12/2024 | 0.10% | 9.85 CHF | 9.86 CHF | 20,000 | 20,000 | 19,813 | 19,811 | 196,558 CHF | 196,737 CHF | 100.00% | 100.00% |
09/12/2024 | 0.50% | 10.00 CHF | 10.05 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 198,855 CHF | 199,839 CHF | 100.00% | 100.00% |
06/12/2024 | 0.50% | 10.05 CHF | 10.10 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 199,389 CHF | 200,380 CHF | 100.00% | 100.00% |