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% | 9.94 CHF | 9.98 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,872 CHF | 149,472 CHF | 100.00% | 100.00% |
20/12/2024 | 0.40% | 9.90 CHF | 9.94 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 147,336 CHF | 147,922 CHF | 99.94% | 99.94% |
19/12/2024 | 0.40% | 9.89 CHF | 9.93 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 148,718 CHF | 149,318 CHF | 100.00% | 100.00% |
18/12/2024 | 0.40% | 10.05 CHF | 10.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,970 CHF | 151,570 CHF | 100.00% | 100.00% |
17/12/2024 | 0.40% | 10.08 CHF | 10.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,120 CHF | 151,720 CHF | 100.00% | 100.00% |
16/12/2024 | 0.40% | 10.07 CHF | 10.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,934 CHF | 151,534 CHF | 100.00% | 100.00% |
13/12/2024 | 0.40% | 10.07 CHF | 10.11 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,436 CHF | 152,038 CHF | 100.00% | 100.00% |
12/12/2024 | 0.40% | 10.08 CHF | 10.12 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 151,284 CHF | 151,886 CHF | 100.00% | 100.00% |
11/12/2024 | 0.40% | 10.06 CHF | 10.10 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,524 CHF | 151,124 CHF | 100.00% | 100.00% |
10/12/2024 | 0.40% | 10.03 CHF | 10.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 150,619 CHF | 151,219 CHF | 99.01% | 99.01% |