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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 0.08% | 12.22 CHF | 12.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 934,456 CHF | 935,206 CHF | 100.00% | 100.00% |
10/01/2025 | 0.08% | 12.85 CHF | 12.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 965,917 CHF | 966,667 CHF | 99.91% | 99.91% |
09/01/2025 | 0.08% | 12.71 CHF | 12.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 960,152 CHF | 960,902 CHF | 100.00% | 100.00% |
08/01/2025 | 0.08% | 12.66 CHF | 12.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 949,862 CHF | 950,612 CHF | 100.00% | 100.00% |
07/01/2025 | 0.08% | 12.54 CHF | 12.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 947,946 CHF | 948,696 CHF | 99.70% | 99.70% |
06/01/2025 | 0.08% | 12.53 CHF | 12.54 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 928,019 CHF | 928,769 CHF | 100.00% | 100.00% |
30/12/2024 | 0.08% | 11.46 CHF | 11.47 CHF | 75,000 | 75,000 | 74,973 | 74,973 | 884,273 CHF | 885,023 CHF | 99.52% | 99.52% |
27/12/2024 | 0.08% | 11.92 CHF | 11.93 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 901,274 CHF | 902,024 CHF | 100.00% | 100.00% |
23/12/2024 | 0.08% | 11.98 CHF | 11.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 903,610 CHF | 904,360 CHF | 100.00% | 100.00% |
20/12/2024 | 0.09% | 11.90 CHF | 11.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 860,765 CHF | 861,515 CHF | 100.00% | 100.00% |