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 | 0.35% | 2.91 CHF | 2.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 144,359 CHF | 144,859 CHF | 99.85% | 99.85% |
16/01/2025 | 0.35% | 2.85 CHF | 2.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,812 CHF | 141,312 CHF | 99.66% | 99.66% |
15/01/2025 | 0.37% | 2.78 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,165 CHF | 135,665 CHF | 100.00% | 100.00% |
13/01/2025 | 0.37% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,363 CHF | 134,863 CHF | 100.00% | 100.00% |
10/01/2025 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 135,102 CHF | 135,602 CHF | 100.00% | 100.00% |
09/01/2025 | 0.38% | 2.65 CHF | 2.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 132,827 CHF | 133,327 CHF | 100.00% | 100.00% |
08/01/2025 | 0.37% | 2.68 CHF | 2.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,860 CHF | 134,360 CHF | 100.00% | 100.00% |
07/01/2025 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,774 CHF | 134,274 CHF | 99.61% | 99.61% |
06/01/2025 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 134,809 CHF | 135,309 CHF | 100.00% | 100.00% |
30/12/2024 | 0.36% | 2.71 CHF | 2.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 140,508 CHF | 141,008 CHF | 98.07% | 98.07% |