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 | 0.49% | 10.20 CHF | 10.25 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 456,659 CHF | 458,890 CHF | 99.79% | 99.79% |
18/12/2024 | 0.45% | 11.20 CHF | 11.25 CHF | 45,000 | 45,000 | 44,579 | 44,576 | 497,508 CHF | 499,706 CHF | 100.00% | 100.00% |
17/12/2024 | 0.45% | 11.15 CHF | 11.20 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 498,586 CHF | 500,810 CHF | 100.00% | 100.00% |
16/12/2024 | 0.44% | 11.40 CHF | 11.45 CHF | 45,000 | 45,000 | 44,569 | 44,569 | 509,441 CHF | 511,672 CHF | 97.88% | 97.88% |
13/12/2024 | 0.44% | 11.50 CHF | 11.55 CHF | 45,000 | 45,000 | 44,578 | 44,577 | 515,265 CHF | 517,491 CHF | 100.00% | 100.00% |
12/12/2024 | 0.44% | 11.65 CHF | 11.70 CHF | 45,000 | 45,000 | 44,579 | 44,576 | 516,450 CHF | 518,649 CHF | 100.00% | 100.00% |
11/12/2024 | 0.43% | 11.65 CHF | 11.70 CHF | 45,000 | 45,000 | 44,578 | 44,578 | 520,752 CHF | 522,984 CHF | 100.00% | 100.00% |
10/12/2024 | 0.43% | 11.80 CHF | 11.85 CHF | 45,000 | 45,000 | 44,580 | 44,576 | 523,652 CHF | 525,844 CHF | 100.00% | 100.00% |
09/12/2024 | 0.42% | 11.85 CHF | 11.90 CHF | 45,000 | 45,000 | 44,577 | 44,577 | 533,542 CHF | 535,773 CHF | 100.00% | 100.00% |
06/12/2024 | 0.42% | 12.05 CHF | 12.10 CHF | 45,000 | 45,000 | 44,577 | 44,577 | 539,027 CHF | 541,258 CHF | 100.00% | 100.00% |