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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 1.50% | 291.61 CHF | 296.02 CHF | 981 | 1,570 | 1,042 | 1,583 | 301,327 CHF | 465,034 CHF | 100.00% | 100.00% |
16/01/2025 | 1.50% | 283.49 CHF | 287.77 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 451,279 CHF | 458,099 CHF | 99.91% | 99.91% |
15/01/2025 | 1.50% | 284.42 CHF | 288.72 CHF | 1,525 | 1,600 | 1,582 | 1,600 | 434,468 CHF | 446,113 CHF | 100.00% | 100.00% |
13/01/2025 | 1.50% | 259.23 CHF | 263.15 CHF | 1,600 | 1,500 | 1,600 | 1,540 | 421,119 CHF | 411,406 CHF | 99.67% | 99.67% |
10/01/2025 | 1.50% | 276.25 CHF | 280.43 CHF | 1,550 | 1,358 | 1,591 | 1,481 | 443,947 CHF | 419,584 CHF | 99.75% | 99.75% |
09/01/2025 | 1.50% | 281.48 CHF | 285.73 CHF | 1,600 | 1,340 | 1,600 | 1,445 | 445,949 CHF | 408,778 CHF | 100.00% | 100.00% |
08/01/2025 | 1.50% | 282.98 CHF | 287.26 CHF | 1,480 | 1,600 | 1,576 | 1,600 | 448,125 CHF | 461,695 CHF | 99.91% | 99.91% |
07/01/2025 | 1.50% | 293.00 CHF | 297.43 CHF | 1,600 | 1,600 | 1,600 | 1,600 | 488,689 CHF | 496,075 CHF | 99.80% | 99.80% |
06/01/2025 | 1.50% | 313.99 CHF | 318.74 CHF | 1,590 | 1,600 | 1,593 | 1,600 | 489,627 CHF | 499,141 CHF | 99.61% | 99.61% |
30/12/2024 | 1.50% | 280.02 CHF | 284.25 CHF | 1,600 | 1,416 | 1,600 | 1,564 | 454,519 CHF | 450,916 CHF | 98.79% | 98.80% |