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 | 1.00% | 67.77 CHF | 68.45 CHF | 7,898 | 7,967 | 7,943 | 7,986 | 529,394 CHF | 537,634 CHF | 100.00% | 100.00% |
16/01/2025 | 1.00% | 64.18 CHF | 64.82 CHF | 7,919 | 7,971 | 7,939 | 7,976 | 511,285 CHF | 518,826 CHF | 100.00% | 100.00% |
15/01/2025 | 1.00% | 64.67 CHF | 65.32 CHF | 7,720 | 7,907 | 7,911 | 7,974 | 501,762 CHF | 510,860 CHF | 100.00% | 100.00% |
13/01/2025 | 1.00% | 60.52 CHF | 61.13 CHF | 8,000 | 7,885 | 7,964 | 7,951 | 477,897 CHF | 481,859 CHF | 100.00% | 100.00% |
10/01/2025 | 1.00% | 60.97 CHF | 61.58 CHF | 8,000 | 7,211 | 8,000 | 7,811 | 493,124 CHF | 486,396 CHF | 100.00% | 100.00% |
09/01/2025 | 1.00% | 61.47 CHF | 62.09 CHF | 8,000 | 7,589 | 8,000 | 7,595 | 484,527 CHF | 464,591 CHF | 100.00% | 100.00% |
08/01/2025 | 1.00% | 61.79 CHF | 62.41 CHF | 7,850 | 7,880 | 7,850 | 7,880 | 486,858 CHF | 493,617 CHF | 100.00% | 100.00% |
07/01/2025 | 1.00% | 63.31 CHF | 63.95 CHF | 7,999 | 7,156 | 8,000 | 7,627 | 520,977 CHF | 501,798 CHF | 100.00% | 100.00% |
06/01/2025 | 1.00% | 65.71 CHF | 66.37 CHF | 7,925 | 7,206 | 7,931 | 7,689 | 508,719 CHF | 498,015 CHF | 100.00% | 100.00% |
30/12/2024 | 1.00% | 59.41 CHF | 60.01 CHF | 7,990 | 7,797 | 7,999 | 7,881 | 480,396 CHF | 478,095 CHF | 98.61% | 98.61% |