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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 0.11% | 8.66 CHF | 8.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 668,288 CHF | 669,038 CHF | 100.00% | 100.00% |
10/01/2025 | 0.11% | 9.31 CHF | 9.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 701,202 CHF | 701,952 CHF | 99.91% | 99.91% |
09/01/2025 | 0.11% | 9.19 CHF | 9.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 696,195 CHF | 696,945 CHF | 100.00% | 100.00% |
08/01/2025 | 0.11% | 9.14 CHF | 9.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 685,980 CHF | 686,730 CHF | 100.00% | 100.00% |
07/01/2025 | 0.11% | 9.03 CHF | 9.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 685,634 CHF | 686,384 CHF | 99.70% | 99.70% |
06/01/2025 | 0.11% | 9.04 CHF | 9.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 666,198 CHF | 666,948 CHF | 100.00% | 100.00% |
30/12/2024 | 0.12% | 7.97 CHF | 7.98 CHF | 75,000 | 75,000 | 74,973 | 74,973 | 623,488 CHF | 624,238 CHF | 99.52% | 99.52% |
27/12/2024 | 0.12% | 8.45 CHF | 8.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 641,206 CHF | 641,956 CHF | 100.00% | 100.00% |
23/12/2024 | 0.12% | 8.52 CHF | 8.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 644,635 CHF | 645,385 CHF | 100.00% | 100.00% |
20/12/2024 | 0.12% | 8.46 CHF | 8.47 CHF | 75,000 | 75,000 | 74,999 | 75,000 | 603,089 CHF | 603,848 CHF | 100.00% | 100.00% |