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 | 0.40% | 12.65 CHF | 12.70 CHF | 37,500 | 37,500 | 37,148 | 37,148 | 472,112 CHF | 473,972 CHF | 99.78% | 99.78% |
18/12/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 37,500 | 37,500 | 37,150 | 37,146 | 505,856 CHF | 507,670 CHF | 100.00% | 100.00% |
17/12/2024 | 0.37% | 13.60 CHF | 13.65 CHF | 37,500 | 37,500 | 37,149 | 37,146 | 507,062 CHF | 508,873 CHF | 100.00% | 100.00% |
16/12/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 37,500 | 37,500 | 37,140 | 37,137 | 515,576 CHF | 517,396 CHF | 97.41% | 97.41% |
13/12/2024 | 0.36% | 13.95 CHF | 14.00 CHF | 37,500 | 37,500 | 37,147 | 37,147 | 520,443 CHF | 522,302 CHF | 100.00% | 100.00% |
12/12/2024 | 0.36% | 14.05 CHF | 14.10 CHF | 37,500 | 37,500 | 37,149 | 37,146 | 521,000 CHF | 522,818 CHF | 100.00% | 100.00% |
11/12/2024 | 0.36% | 14.10 CHF | 14.15 CHF | 37,500 | 37,500 | 37,149 | 37,146 | 523,891 CHF | 525,704 CHF | 100.00% | 100.00% |
10/12/2024 | 0.36% | 14.25 CHF | 14.30 CHF | 37,500 | 37,500 | 37,150 | 37,146 | 526,110 CHF | 527,917 CHF | 100.00% | 100.00% |
09/12/2024 | 0.35% | 14.25 CHF | 14.30 CHF | 37,500 | 37,500 | 37,148 | 37,148 | 534,081 CHF | 535,941 CHF | 100.00% | 100.00% |
06/12/2024 | 0.35% | 14.45 CHF | 14.50 CHF | 37,500 | 37,500 | 37,148 | 37,148 | 538,458 CHF | 540,318 CHF | 100.00% | 100.00% |