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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/01/2025 | 0.39% | 12.40 CHF | 12.45 CHF | 37,500 | 37,500 | 37,148 | 37,145 | 474,952 CHF | 476,773 CHF | 100.00% | 100.00% |
09/01/2025 | 0.39% | 12.85 CHF | 12.90 CHF | 37,500 | 37,500 | 37,405 | 37,405 | 481,693 CHF | 483,564 CHF | 78.31% | 78.31% |
08/01/2025 | 0.39% | 12.80 CHF | 12.85 CHF | 37,500 | 37,500 | 37,149 | 37,146 | 476,846 CHF | 478,668 CHF | 100.00% | 100.00% |
07/01/2025 | 0.39% | 12.95 CHF | 13.00 CHF | 37,500 | 37,500 | 37,148 | 37,146 | 481,458 CHF | 483,281 CHF | 100.00% | 100.00% |
06/01/2025 | 0.39% | 13.15 CHF | 13.20 CHF | 37,500 | 37,500 | 37,150 | 37,146 | 484,098 CHF | 485,912 CHF | 100.00% | 100.00% |
30/12/2024 | 0.39% | 12.80 CHF | 12.85 CHF | 37,500 | 37,500 | 37,150 | 37,146 | 481,308 CHF | 483,118 CHF | 100.00% | 100.00% |
27/12/2024 | 0.38% | 13.05 CHF | 13.10 CHF | 37,500 | 37,500 | 37,149 | 37,146 | 494,504 CHF | 496,319 CHF | 100.00% | 100.00% |
23/12/2024 | 0.39% | 12.80 CHF | 12.85 CHF | 37,500 | 37,500 | 37,148 | 37,145 | 480,606 CHF | 482,426 CHF | 100.00% | 100.00% |
20/12/2024 | 0.41% | 13.00 CHF | 13.05 CHF | 37,500 | 37,500 | 37,148 | 37,144 | 461,608 CHF | 463,419 CHF | 100.00% | 100.00% |
19/12/2024 | 0.40% | 12.65 CHF | 12.70 CHF | 37,500 | 37,500 | 37,148 | 37,148 | 472,112 CHF | 473,972 CHF | 99.78% | 99.78% |