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 | 1.02% | 10.29 CHF | 10.40 CHF | 500 | 500 | 500 | 500 | 5,131 CHF | 5,183 CHF | 100.00% | 100.00% |
20/12/2024 | 1.02% | 10.27 CHF | 10.38 CHF | 500 | 500 | 500 | 500 | 5,100 CHF | 5,152 CHF | 100.00% | 100.00% |
19/12/2024 | 1.04% | 10.28 CHF | 10.39 CHF | 500 | 500 | 500 | 500 | 5,154 CHF | 5,208 CHF | 94.70% | 94.70% |
18/12/2024 | 1.03% | 10.36 CHF | 10.47 CHF | 500 | 500 | 500 | 500 | 5,179 CHF | 5,233 CHF | 100.00% | 100.00% |
17/12/2024 | 1.02% | 10.41 CHF | 10.52 CHF | 500 | 500 | 500 | 500 | 5,157 CHF | 5,210 CHF | 100.00% | 100.00% |
16/12/2024 | 1.03% | 10.28 CHF | 10.39 CHF | 500 | 500 | 500 | 500 | 5,149 CHF | 5,202 CHF | 100.00% | 100.00% |
13/12/2024 | 1.02% | 10.39 CHF | 10.50 CHF | 500 | 500 | 500 | 500 | 5,223 CHF | 5,276 CHF | 100.00% | 100.00% |
12/12/2024 | 1.00% | 10.48 CHF | 10.58 CHF | 500 | 500 | 500 | 500 | 5,304 CHF | 5,358 CHF | 99.91% | 99.91% |
11/12/2024 | 1.01% | 10.45 CHF | 10.56 CHF | 500 | 500 | 500 | 500 | 5,244 CHF | 5,297 CHF | 100.00% | 100.00% |
10/12/2024 | 0.99% | 10.62 CHF | 10.73 CHF | 500 | 500 | 500 | 500 | 5,320 CHF | 5,373 CHF | 100.00% | 100.00% |