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 | 0.44% | 11.40 CHF | 11.45 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 567,811 CHF | 570,290 CHF | 99.78% | 99.78% |
18/12/2024 | 0.41% | 12.40 CHF | 12.45 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 613,068 CHF | 615,547 CHF | 100.00% | 100.00% |
17/12/2024 | 0.41% | 12.35 CHF | 12.40 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 614,522 CHF | 616,984 CHF | 100.00% | 100.00% |
16/12/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 626,443 CHF | 628,922 CHF | 99.15% | 99.15% |
13/12/2024 | 0.39% | 12.70 CHF | 12.75 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 632,767 CHF | 635,229 CHF | 100.00% | 100.00% |
12/12/2024 | 0.39% | 12.85 CHF | 12.90 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 633,517 CHF | 635,997 CHF | 100.00% | 100.00% |
11/12/2024 | 0.39% | 12.85 CHF | 12.90 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 638,067 CHF | 640,546 CHF | 100.00% | 100.00% |
10/12/2024 | 0.39% | 13.00 CHF | 13.05 CHF | 50,000 | 50,000 | 49,533 | 49,532 | 641,093 CHF | 643,559 CHF | 100.00% | 100.00% |
09/12/2024 | 0.38% | 13.05 CHF | 13.10 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 651,973 CHF | 654,453 CHF | 100.00% | 100.00% |
06/12/2024 | 0.38% | 13.25 CHF | 13.30 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 658,059 CHF | 660,538 CHF | 100.00% | 100.00% |