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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.11% | 9.14 CHF | 9.15 CHF | 450,000 | 450,000 | 449,420 | 449,420 | 4,188,040 CHF | 4,192,540 CHF | 100.00% | 100.00% |
27/12/2024 | 0.10% | 9.44 CHF | 9.45 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,357,820 CHF | 4,362,320 CHF | 100.00% | 100.00% |
23/12/2024 | 0.11% | 9.19 CHF | 9.20 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,198,110 CHF | 4,202,610 CHF | 100.00% | 100.00% |
20/12/2024 | 0.11% | 9.40 CHF | 9.41 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 3,973,660 CHF | 3,978,160 CHF | 100.00% | 100.00% |
19/12/2024 | 0.11% | 9.06 CHF | 9.07 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,104,870 CHF | 4,109,370 CHF | 100.00% | 100.00% |
18/12/2024 | 0.10% | 10.05 CHF | 10.06 CHF | 450,000 | 450,000 | 449,637 | 449,637 | 4,507,250 CHF | 4,511,750 CHF | 99.64% | 99.64% |
17/12/2024 | 0.10% | 10.00 CHF | 10.01 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 4,519,540 CHF | 4,524,040 CHF | 100.00% | 100.00% |
16/12/2024 | 0.10% | 10.29 CHF | 10.30 CHF | 450,000 | 450,000 | 449,533 | 449,533 | 4,634,110 CHF | 4,638,610 CHF | 98.92% | 98.92% |
13/12/2024 | 0.10% | 10.35 CHF | 10.36 CHF | 450,000 | 450,000 | 449,214 | 449,214 | 4,683,020 CHF | 4,687,520 CHF | 98.54% | 98.54% |
12/12/2024 | 0.10% | 10.52 CHF | 10.53 CHF | 450,000 | 450,000 | 449,434 | 449,434 | 4,702,170 CHF | 4,706,670 CHF | 100.00% | 100.00% |