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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.39% | 12.60 CHF | 12.65 CHF | 50,000 | 50,000 | 49,533 | 49,533 | 633,308 CHF | 635,788 CHF | 100.00% | 100.00% |
27/12/2024 | 0.38% | 12.90 CHF | 12.95 CHF | 50,000 | 50,000 | 49,532 | 49,532 | 651,298 CHF | 653,777 CHF | 100.00% | 100.00% |
23/12/2024 | 0.39% | 12.65 CHF | 12.70 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 632,372 CHF | 634,851 CHF | 100.00% | 100.00% |
20/12/2024 | 0.41% | 12.80 CHF | 12.85 CHF | 50,000 | 50,000 | 49,530 | 49,530 | 607,266 CHF | 609,746 CHF | 100.00% | 100.00% |
19/12/2024 | 0.40% | 12.50 CHF | 12.55 CHF | 50,000 | 50,000 | 49,531 | 49,531 | 621,112 CHF | 623,591 CHF | 99.79% | 99.79% |
18/12/2024 | 0.37% | 13.45 CHF | 13.50 CHF | 50,000 | 50,000 | 49,533 | 49,533 | 666,106 CHF | 668,585 CHF | 100.00% | 100.00% |
17/12/2024 | 0.37% | 13.40 CHF | 13.45 CHF | 50,000 | 50,000 | 49,533 | 49,531 | 667,607 CHF | 670,065 CHF | 100.00% | 100.00% |
16/12/2024 | 0.37% | 13.70 CHF | 13.75 CHF | 50,000 | 50,000 | 49,528 | 49,528 | 679,320 CHF | 681,799 CHF | 99.15% | 99.15% |
13/12/2024 | 0.36% | 13.75 CHF | 13.80 CHF | 50,000 | 50,000 | 49,531 | 49,530 | 685,836 CHF | 688,294 CHF | 100.00% | 100.00% |
12/12/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 50,000 | 50,000 | 49,532 | 49,531 | 686,457 CHF | 688,923 CHF | 100.00% | 100.00% |