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 | 0.44% | 11.40 CHF | 11.45 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 114,478 CHF | 114,962 CHF | 100.00% | 100.00% |
27/12/2024 | 0.42% | 11.65 CHF | 11.70 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 118,057 CHF | 118,542 CHF | 100.00% | 100.00% |
23/12/2024 | 0.44% | 11.40 CHF | 11.45 CHF | 10,000 | 10,000 | 9,906 | 9,905 | 114,392 CHF | 114,878 CHF | 100.00% | 100.00% |
20/12/2024 | 0.46% | 11.60 CHF | 11.65 CHF | 10,000 | 10,000 | 9,906 | 9,905 | 109,398 CHF | 109,891 CHF | 100.00% | 100.00% |
19/12/2024 | 0.45% | 11.25 CHF | 11.30 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 112,162 CHF | 112,658 CHF | 99.79% | 99.79% |
18/12/2024 | 0.41% | 12.25 CHF | 12.30 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 121,226 CHF | 121,711 CHF | 100.00% | 100.00% |
17/12/2024 | 0.41% | 12.20 CHF | 12.25 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 121,499 CHF | 121,984 CHF | 100.00% | 100.00% |
16/12/2024 | 0.40% | 12.50 CHF | 12.55 CHF | 10,000 | 10,000 | 9,906 | 9,905 | 123,898 CHF | 124,385 CHF | 99.15% | 99.15% |
13/12/2024 | 0.40% | 12.55 CHF | 12.60 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 125,185 CHF | 125,680 CHF | 100.00% | 100.00% |
12/12/2024 | 0.40% | 12.70 CHF | 12.75 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 125,367 CHF | 125,854 CHF | 100.00% | 100.00% |