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 | 0.13% | 7.45 CHF | 7.46 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 577,492 CHF | 578,242 CHF | 100.00% | 100.00% |
10/01/2025 | 0.12% | 8.10 CHF | 8.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 610,660 CHF | 611,410 CHF | 99.91% | 99.91% |
09/01/2025 | 0.12% | 7.98 CHF | 7.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 605,942 CHF | 606,692 CHF | 100.00% | 100.00% |
08/01/2025 | 0.13% | 7.94 CHF | 7.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 595,736 CHF | 596,486 CHF | 100.00% | 100.00% |
07/01/2025 | 0.13% | 7.84 CHF | 7.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 595,923 CHF | 596,673 CHF | 99.70% | 99.70% |
06/01/2025 | 0.13% | 7.85 CHF | 7.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 576,384 CHF | 577,134 CHF | 100.00% | 100.00% |
30/12/2024 | 0.14% | 6.76 CHF | 6.77 CHF | 75,000 | 75,000 | 74,973 | 74,973 | 533,318 CHF | 534,068 CHF | 99.52% | 99.52% |
27/12/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 551,975 CHF | 552,725 CHF | 100.00% | 100.00% |
23/12/2024 | 0.13% | 7.33 CHF | 7.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 555,761 CHF | 556,511 CHF | 100.00% | 100.00% |
20/12/2024 | 0.15% | 7.28 CHF | 7.29 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 514,524 CHF | 515,274 CHF | 100.00% | 100.00% |