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% | 9.96 CHF | 10.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,280 CHF | 149,880 CHF | 100.00% | 100.00% |
20/12/2024 | 0.40% | 9.93 CHF | 9.97 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,107 CHF | 148,706 CHF | 99.94% | 99.94% |
19/12/2024 | 0.40% | 9.92 CHF | 9.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 149,128 CHF | 149,728 CHF | 100.00% | 100.00% |
18/12/2024 | 0.40% | 10.05 CHF | 10.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,922 CHF | 151,522 CHF | 100.00% | 100.00% |
17/12/2024 | 0.40% | 10.07 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,107 CHF | 151,707 CHF | 100.00% | 100.00% |
16/12/2024 | 0.40% | 10.07 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,930 CHF | 151,530 CHF | 100.00% | 100.00% |
13/12/2024 | 0.40% | 10.07 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,271 CHF | 151,871 CHF | 100.00% | 100.00% |
12/12/2024 | 0.40% | 10.07 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,157 CHF | 151,757 CHF | 100.00% | 100.00% |
11/12/2024 | 0.40% | 10.05 CHF | 10.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,432 CHF | 151,032 CHF | 100.00% | 100.00% |
10/12/2024 | 0.40% | 10.03 CHF | 10.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,541 CHF | 151,141 CHF | 99.01% | 99.01% |