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 | 0.08% | 12.67 CHF | 12.68 CHF | 450,000 | 450,000 | 449,402 | 449,402 | 5,769,490 CHF | 5,773,990 CHF | 100.00% | 100.00% |
27/12/2024 | 0.08% | 12.95 CHF | 12.96 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,935,410 CHF | 5,939,910 CHF | 100.00% | 100.00% |
23/12/2024 | 0.08% | 12.69 CHF | 12.70 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,767,540 CHF | 5,772,040 CHF | 100.00% | 100.00% |
20/12/2024 | 0.08% | 12.88 CHF | 12.89 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,538,110 CHF | 5,542,610 CHF | 100.00% | 100.00% |
19/12/2024 | 0.08% | 12.55 CHF | 12.56 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,672,810 CHF | 5,677,310 CHF | 100.00% | 100.00% |
18/12/2024 | 0.07% | 13.52 CHF | 13.53 CHF | 450,000 | 450,000 | 449,652 | 449,652 | 6,068,100 CHF | 6,072,600 CHF | 99.64% | 99.64% |
17/12/2024 | 0.07% | 13.47 CHF | 13.48 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 6,085,590 CHF | 6,090,090 CHF | 100.00% | 100.00% |
16/12/2024 | 0.07% | 13.76 CHF | 13.77 CHF | 450,000 | 450,000 | 449,518 | 449,518 | 6,191,290 CHF | 6,195,790 CHF | 98.92% | 98.92% |
13/12/2024 | 0.07% | 13.82 CHF | 13.83 CHF | 450,000 | 450,000 | 449,162 | 449,162 | 6,239,420 CHF | 6,243,920 CHF | 98.57% | 98.57% |
12/12/2024 | 0.07% | 13.97 CHF | 13.98 CHF | 450,000 | 450,000 | 449,442 | 449,442 | 6,249,600 CHF | 6,254,100 CHF | 100.00% | 100.00% |