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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0.40% | 9.99 CHF | 10.03 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,683 CHF | 150,283 CHF | 100.00% | 100.00% |
20/12/2024 | 0.40% | 9.97 CHF | 10.01 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,865 CHF | 149,465 CHF | 99.94% | 99.94% |
19/12/2024 | 0.40% | 9.95 CHF | 9.99 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,529 CHF | 150,129 CHF | 100.00% | 100.00% |
18/12/2024 | 0.40% | 10.05 CHF | 10.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,877 CHF | 151,477 CHF | 100.00% | 100.00% |
17/12/2024 | 0.40% | 10.07 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,096 CHF | 151,696 CHF | 100.00% | 100.00% |
16/12/2024 | 0.40% | 10.07 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,926 CHF | 151,526 CHF | 100.00% | 100.00% |
13/12/2024 | 0.40% | 10.06 CHF | 10.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,106 CHF | 151,706 CHF | 100.00% | 100.00% |
12/12/2024 | 0.40% | 10.06 CHF | 10.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,037 CHF | 151,637 CHF | 100.00% | 100.00% |
11/12/2024 | 0.40% | 10.04 CHF | 10.08 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,331 CHF | 150,931 CHF | 100.00% | 100.00% |
10/12/2024 | 0.40% | 10.03 CHF | 10.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,466 CHF | 151,066 CHF | 99.01% | 99.01% |