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 | 0.10% | 9.46 CHF | 9.47 CHF | 109,900 | 109,900 | 109,900 | 109,900 | 1,068,070 CHF | 1,069,170 CHF | 100.00% | 100.00% |
18/12/2024 | 0.09% | 10.86 CHF | 10.87 CHF | 105,100 | 105,100 | 105,100 | 105,100 | 1,159,220 CHF | 1,160,270 CHF | 99.68% | 99.68% |
17/12/2024 | 0.09% | 11.40 CHF | 11.41 CHF | 106,800 | 106,800 | 106,800 | 106,800 | 1,194,840 CHF | 1,195,900 CHF | 100.00% | 100.00% |
16/12/2024 | 0.09% | 11.17 CHF | 11.18 CHF | 107,100 | 107,100 | 107,100 | 107,100 | 1,180,650 CHF | 1,181,720 CHF | 100.00% | 100.00% |
13/12/2024 | 0.09% | 11.11 CHF | 11.12 CHF | 106,100 | 106,100 | 106,100 | 106,100 | 1,197,960 CHF | 1,199,020 CHF | 100.00% | 100.00% |
12/12/2024 | 0.09% | 11.30 CHF | 11.31 CHF | 107,600 | 107,600 | 107,600 | 107,600 | 1,214,770 CHF | 1,215,850 CHF | 99.60% | 99.60% |
11/12/2024 | 0.09% | 11.12 CHF | 11.13 CHF | 109,400 | 109,400 | 109,400 | 109,400 | 1,208,180 CHF | 1,209,280 CHF | 100.00% | 100.00% |
10/12/2024 | 0.09% | 11.02 CHF | 11.03 CHF | 103,800 | 103,800 | 103,800 | 103,800 | 1,166,680 CHF | 1,167,720 CHF | 100.00% | 100.00% |
09/12/2024 | 0.09% | 11.54 CHF | 11.55 CHF | 102,900 | 102,900 | 102,900 | 102,900 | 1,198,140 CHF | 1,199,170 CHF | 100.00% | 100.00% |
06/12/2024 | 0.09% | 11.72 CHF | 11.73 CHF | 102,400 | 102,400 | 102,400 | 102,400 | 1,201,190 CHF | 1,202,210 CHF | 100.00% | 100.00% |