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 | 0.09% | 11.49 CHF | 11.50 CHF | 450,000 | 450,000 | 449,407 | 449,407 | 5,242,000 CHF | 5,246,500 CHF | 100.00% | 100.00% |
27/12/2024 | 0.08% | 11.78 CHF | 11.79 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,409,240 CHF | 5,413,740 CHF | 100.00% | 100.00% |
23/12/2024 | 0.09% | 11.52 CHF | 11.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,244,060 CHF | 5,248,560 CHF | 100.00% | 100.00% |
20/12/2024 | 0.09% | 11.72 CHF | 11.73 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,016,290 CHF | 5,020,790 CHF | 100.00% | 100.00% |
19/12/2024 | 0.09% | 11.39 CHF | 11.40 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,149,830 CHF | 5,154,330 CHF | 100.00% | 100.00% |
18/12/2024 | 0.08% | 12.36 CHF | 12.37 CHF | 450,000 | 450,000 | 449,653 | 449,653 | 5,547,560 CHF | 5,552,060 CHF | 99.64% | 99.64% |
17/12/2024 | 0.08% | 12.31 CHF | 12.32 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 5,563,220 CHF | 5,567,720 CHF | 100.00% | 100.00% |
16/12/2024 | 0.08% | 12.60 CHF | 12.61 CHF | 450,000 | 450,000 | 449,515 | 449,515 | 5,671,960 CHF | 5,676,460 CHF | 98.91% | 98.91% |
13/12/2024 | 0.08% | 12.66 CHF | 12.67 CHF | 450,000 | 450,000 | 449,197 | 449,197 | 5,720,510 CHF | 5,725,010 CHF | 98.57% | 98.57% |
12/12/2024 | 0.08% | 12.82 CHF | 12.83 CHF | 450,000 | 450,000 | 449,443 | 449,443 | 5,733,530 CHF | 5,738,030 CHF | 100.00% | 100.00% |