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 | 0.26% | 3.91 CHF | 3.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 194,352 CHF | 194,852 CHF | 99.85% | 99.85% |
16/01/2025 | 0.26% | 3.84 CHF | 3.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,801 CHF | 191,301 CHF | 99.67% | 99.67% |
15/01/2025 | 0.27% | 3.78 CHF | 3.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 185,148 CHF | 185,648 CHF | 100.00% | 100.00% |
13/01/2025 | 0.27% | 3.68 CHF | 3.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,330 CHF | 184,830 CHF | 100.00% | 100.00% |
10/01/2025 | 0.27% | 3.70 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,971 CHF | 185,471 CHF | 100.00% | 100.00% |
09/01/2025 | 0.27% | 3.65 CHF | 3.66 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 182,775 CHF | 183,275 CHF | 100.00% | 100.00% |
08/01/2025 | 0.27% | 3.67 CHF | 3.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,760 CHF | 184,260 CHF | 100.00% | 100.00% |
07/01/2025 | 0.27% | 3.70 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 183,655 CHF | 184,155 CHF | 99.61% | 99.61% |
06/01/2025 | 0.27% | 3.70 CHF | 3.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 184,689 CHF | 185,189 CHF | 100.00% | 100.00% |
30/12/2024 | 0.26% | 3.71 CHF | 3.72 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 190,466 CHF | 190,966 CHF | 98.06% | 98.06% |