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 | 0.28% | 3.46 CHF | 3.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 538,623 CHF | 540,123 CHF | 100.00% | 100.00% |
10/01/2025 | 0.26% | 3.78 CHF | 3.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 571,195 CHF | 572,695 CHF | 100.00% | 100.00% |
09/01/2025 | 0.26% | 3.73 CHF | 3.74 CHF | 150,000 | 150,000 | 150,000 | 149,999 | 567,301 CHF | 568,798 CHF | 100.00% | 100.00% |
08/01/2025 | 0.27% | 3.71 CHF | 3.72 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 556,422 CHF | 557,922 CHF | 100.00% | 100.00% |
07/01/2025 | 0.27% | 3.66 CHF | 3.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 557,538 CHF | 559,038 CHF | 99.70% | 99.70% |
06/01/2025 | 0.28% | 3.66 CHF | 3.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 537,637 CHF | 539,137 CHF | 100.00% | 100.00% |
30/12/2024 | 0.30% | 3.13 CHF | 3.14 CHF | 150,000 | 150,000 | 149,947 | 149,947 | 495,786 CHF | 497,286 CHF | 99.57% | 99.57% |
27/12/2024 | 0.29% | 3.38 CHF | 3.39 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 513,876 CHF | 515,376 CHF | 100.00% | 100.00% |
23/12/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 517,824 CHF | 519,324 CHF | 100.00% | 100.00% |
20/12/2024 | 0.31% | 3.39 CHF | 3.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 476,595 CHF | 478,095 CHF | 100.00% | 100.00% |