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 | 0.46% | 10.15 CHF | 10.20 CHF | 75,000 | 75,000 | 74,294 | 74,294 | 768,454 CHF | 771,951 CHF | 100.00% | 100.00% |
27/12/2024 | 0.47% | 10.45 CHF | 10.50 CHF | 75,000 | 75,000 | 74,296 | 74,294 | 795,571 CHF | 799,270 CHF | 100.00% | 100.00% |
23/12/2024 | 0.49% | 10.20 CHF | 10.25 CHF | 75,000 | 75,000 | 74,353 | 74,353 | 769,163 CHF | 772,884 CHF | 99.92% | 99.92% |
20/12/2024 | 0.15% | 10.40 CHF | 10.45 CHF | 75,000 | 75,000 | 74,296 | 74,295 | 732,771 CHF | 733,879 CHF | 100.00% | 100.00% |
19/12/2024 | 0.50% | 10.05 CHF | 10.10 CHF | 75,000 | 75,000 | 74,472 | 74,472 | 753,679 CHF | 757,405 CHF | 99.53% | 99.53% |
18/12/2024 | 0.46% | 11.05 CHF | 11.10 CHF | 75,000 | 75,000 | 74,297 | 74,294 | 820,162 CHF | 823,852 CHF | 100.00% | 100.00% |
17/12/2024 | 0.46% | 11.00 CHF | 11.05 CHF | 75,000 | 75,000 | 74,324 | 74,323 | 822,305 CHF | 826,013 CHF | 99.95% | 99.95% |
16/12/2024 | 0.44% | 11.30 CHF | 11.35 CHF | 75,000 | 75,000 | 74,472 | 74,472 | 842,423 CHF | 846,149 CHF | 98.89% | 98.89% |
13/12/2024 | 0.44% | 11.35 CHF | 11.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 858,144 CHF | 861,894 CHF | 98.37% | 98.37% |
12/12/2024 | 0.44% | 11.50 CHF | 11.55 CHF | 75,000 | 75,000 | 74,296 | 74,294 | 852,165 CHF | 855,865 CHF | 100.00% | 100.00% |