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 | 0.19% | 26.70 CHF | 26.75 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 265,587 CHF | 266,082 CHF | 99.75% | 99.75% |
18/12/2024 | 0.18% | 28.10 CHF | 28.15 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 278,808 CHF | 279,280 CHF | 100.00% | 100.00% |
17/12/2024 | 0.18% | 28.15 CHF | 28.20 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 278,992 CHF | 279,467 CHF | 100.00% | 100.00% |
16/12/2024 | 0.18% | 28.25 CHF | 28.30 CHF | 10,000 | 10,000 | 9,905 | 9,905 | 278,623 CHF | 279,118 CHF | 99.13% | 99.13% |
13/12/2024 | 0.18% | 27.95 CHF | 28.00 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 279,777 CHF | 280,273 CHF | 100.00% | 100.00% |
12/12/2024 | 0.18% | 28.15 CHF | 28.20 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 278,161 CHF | 278,638 CHF | 100.00% | 100.00% |
11/12/2024 | 0.18% | 28.00 CHF | 28.05 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 275,203 CHF | 275,678 CHF | 100.00% | 100.00% |
10/12/2024 | 0.18% | 27.80 CHF | 27.85 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 274,677 CHF | 275,149 CHF | 100.00% | 100.00% |
09/12/2024 | 0.18% | 27.65 CHF | 27.70 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 276,568 CHF | 277,064 CHF | 100.00% | 100.00% |
06/12/2024 | 0.18% | 27.95 CHF | 28.00 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 275,952 CHF | 276,448 CHF | 100.00% | 100.00% |