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 | 0.99% | 31.19 CHF | 31.50 CHF | 14,848 | 14,999 | 14,895 | 14,999 | 462,545 CHF | 470,460 CHF | 100.00% | 100.00% |
16/01/2025 | 1.00% | 30.51 CHF | 30.82 CHF | 14,405 | 13,930 | 14,488 | 14,468 | 440,076 CHF | 443,930 CHF | 100.00% | 100.00% |
15/01/2025 | 1.00% | 30.58 CHF | 30.89 CHF | 14,910 | 14,610 | 14,974 | 14,857 | 443,804 CHF | 444,723 CHF | 100.00% | 100.00% |
13/01/2025 | 0.99% | 28.35 CHF | 28.63 CHF | 14,995 | 14,519 | 14,998 | 14,687 | 429,150 CHF | 424,482 CHF | 100.00% | 100.00% |
10/01/2025 | 0.99% | 29.76 CHF | 30.06 CHF | 15,000 | 14,915 | 15,000 | 14,949 | 451,166 CHF | 454,115 CHF | 100.00% | 100.00% |
09/01/2025 | 1.00% | 30.36 CHF | 30.67 CHF | 14,986 | 13,183 | 14,987 | 14,534 | 450,130 CHF | 440,960 CHF | 100.00% | 100.00% |
08/01/2025 | 1.01% | 30.41 CHF | 30.72 CHF | 15,000 | 14,653 | 15,000 | 14,655 | 458,619 CHF | 452,602 CHF | 100.00% | 100.00% |
07/01/2025 | 1.00% | 31.30 CHF | 31.61 CHF | 14,900 | 14,950 | 14,900 | 14,973 | 486,014 CHF | 493,307 CHF | 100.00% | 100.00% |
06/01/2025 | 1.00% | 33.26 CHF | 33.59 CHF | 14,842 | 14,744 | 14,894 | 14,760 | 487,640 CHF | 488,125 CHF | 100.00% | 100.00% |
30/12/2024 | 1.00% | 30.14 CHF | 30.44 CHF | 14,962 | 14,978 | 14,995 | 14,987 | 458,198 CHF | 462,542 CHF | 98.63% | 98.63% |