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 | 0.09% | 10.78 CHF | 10.79 CHF | 160,000 | 160,000 | 159,637 | 159,637 | 1,748,620 CHF | 1,750,220 CHF | 99.69% | 99.69% |
18/12/2024 | 0.08% | 12.15 CHF | 12.16 CHF | 160,000 | 160,000 | 159,642 | 159,642 | 1,950,720 CHF | 1,952,320 CHF | 100.00% | 100.00% |
17/12/2024 | 0.08% | 12.26 CHF | 12.27 CHF | 160,000 | 160,000 | 159,641 | 159,641 | 1,958,750 CHF | 1,960,350 CHF | 99.62% | 99.62% |
16/12/2024 | 0.08% | 12.18 CHF | 12.19 CHF | 160,000 | 160,000 | 159,643 | 159,643 | 1,902,450 CHF | 1,904,040 CHF | 100.00% | 100.00% |
13/12/2024 | 0.09% | 11.57 CHF | 11.58 CHF | 160,000 | 160,000 | 159,645 | 159,645 | 1,879,140 CHF | 1,880,740 CHF | 100.00% | 100.00% |
12/12/2024 | 0.09% | 11.58 CHF | 11.59 CHF | 160,000 | 160,000 | 159,646 | 159,646 | 1,845,350 CHF | 1,846,950 CHF | 100.00% | 100.00% |
11/12/2024 | 0.09% | 11.55 CHF | 11.56 CHF | 160,000 | 160,000 | 159,642 | 159,642 | 1,777,140 CHF | 1,778,730 CHF | 100.00% | 100.00% |
10/12/2024 | 0.09% | 11.10 CHF | 11.11 CHF | 160,000 | 160,000 | 159,644 | 159,644 | 1,768,960 CHF | 1,770,560 CHF | 100.00% | 100.00% |
09/12/2024 | 0.09% | 10.98 CHF | 10.99 CHF | 160,000 | 160,000 | 159,643 | 159,643 | 1,796,730 CHF | 1,798,330 CHF | 100.00% | 100.00% |
06/12/2024 | 0.09% | 11.20 CHF | 11.21 CHF | 160,000 | 160,000 | 159,595 | 159,595 | 1,761,680 CHF | 1,763,280 CHF | 99.85% | 99.85% |