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% | 9.26 CHF | 9.27 CHF | 60,000 | 60,000 | 59,391 | 59,391 | 558,507 CHF | 559,101 CHF | 99.87% | 99.87% |
18/12/2024 | 0.12% | 9.86 CHF | 9.87 CHF | 59,000 | 59,000 | 58,447 | 58,447 | 580,800 CHF | 581,519 CHF | 100.00% | 100.00% |
17/12/2024 | 0.31% | 9.90 CHF | 9.91 CHF | 58,500 | 58,500 | 57,949 | 57,949 | 579,452 CHF | 581,262 CHF | 100.00% | 100.00% |
16/12/2024 | 0.50% | 10.00 CHF | 10.05 CHF | 57,500 | 57,500 | 56,954 | 56,954 | 571,187 CHF | 573,998 CHF | 98.89% | 98.89% |
13/12/2024 | 0.49% | 10.10 CHF | 10.15 CHF | 57,000 | 57,000 | 56,462 | 56,462 | 581,044 CHF | 583,870 CHF | 100.00% | 100.00% |
12/12/2024 | 0.50% | 10.15 CHF | 10.20 CHF | 57,000 | 57,000 | 56,608 | 56,608 | 573,743 CHF | 576,576 CHF | 100.00% | 100.00% |
11/12/2024 | 0.16% | 10.05 CHF | 10.10 CHF | 58,000 | 58,000 | 57,455 | 57,455 | 573,124 CHF | 574,060 CHF | 100.00% | 100.00% |
10/12/2024 | 0.23% | 9.97 CHF | 9.98 CHF | 58,000 | 58,000 | 57,414 | 57,414 | 572,667 CHF | 573,982 CHF | 100.00% | 100.00% |
09/12/2024 | 0.47% | 9.98 CHF | 9.99 CHF | 57,500 | 57,500 | 56,898 | 56,898 | 571,636 CHF | 574,316 CHF | 100.00% | 100.00% |
06/12/2024 | 0.50% | 10.05 CHF | 10.10 CHF | 57,500 | 57,500 | 56,962 | 56,962 | 574,798 CHF | 577,643 CHF | 100.00% | 100.00% |