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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/01/2025 | 0.60% | 11.93 CHF | 12.00 CHF | 25,000 | 25,000 | 24,942 | 24,942 | 291,252 CHF | 292,999 CHF | 100.00% | 100.00% |
30/12/2024 | 0.62% | 11.22 CHF | 11.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 282,121 CHF | 283,871 CHF | 100.00% | 100.00% |
27/12/2024 | 0.54% | 11.34 CHF | 11.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 276,424 CHF | 277,924 CHF | 100.00% | 100.00% |
23/12/2024 | 0.57% | 10.47 CHF | 10.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 259,352 CHF | 260,841 CHF | 100.00% | 100.00% |
20/12/2024 | 0.61% | 9.90 CHF | 9.96 CHF | 25,000 | 25,000 | 24,945 | 24,945 | 232,221 CHF | 233,642 CHF | 100.00% | 100.00% |
19/12/2024 | 0.66% | 9.95 CHF | 10.02 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 206,568 CHF | 207,943 CHF | 100.00% | 100.00% |
18/12/2024 | 0.65% | 11.98 CHF | 12.06 CHF | 20,000 | 20,000 | 19,958 | 19,958 | 244,331 CHF | 245,928 CHF | 100.00% | 100.00% |
17/12/2024 | 0.56% | 12.81 CHF | 12.88 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 249,682 CHF | 251,082 CHF | 100.00% | 100.00% |
16/12/2024 | 0.57% | 12.46 CHF | 12.53 CHF | 20,000 | 20,000 | 19,957 | 19,957 | 244,307 CHF | 245,705 CHF | 100.00% | 100.00% |
13/12/2024 | 0.61% | 12.37 CHF | 12.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 252,895 CHF | 254,454 CHF | 99.97% | 99.97% |