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 | 0.45% | 15.71 CHF | 15.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 387,215 CHF | 388,965 CHF | 99.84% | 99.84% |
16/01/2025 | 0.48% | 14.79 CHF | 14.86 CHF | 25,000 | 25,000 | 24,991 | 24,991 | 367,347 CHF | 369,095 CHF | 100.00% | 100.00% |
15/01/2025 | 0.45% | 14.97 CHF | 15.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 348,950 CHF | 350,527 CHF | 99.92% | 99.92% |
13/01/2025 | 0.48% | 12.16 CHF | 12.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 315,336 CHF | 316,836 CHF | 99.55% | 99.55% |
10/01/2025 | 0.47% | 14.05 CHF | 14.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 359,052 CHF | 360,745 CHF | 100.00% | 100.00% |
09/01/2025 | 0.47% | 14.62 CHF | 14.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 358,474 CHF | 360,163 CHF | 100.00% | 100.00% |
08/01/2025 | 0.47% | 14.76 CHF | 14.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 373,913 CHF | 375,663 CHF | 100.00% | 100.00% |
07/01/2025 | 0.40% | 16.01 CHF | 16.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 435,534 CHF | 437,284 CHF | 99.94% | 99.94% |
06/01/2025 | 0.40% | 18.43 CHF | 18.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 441,986 CHF | 443,736 CHF | 100.00% | 100.00% |
30/12/2024 | 0.46% | 14.73 CHF | 14.80 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 381,025 CHF | 382,775 CHF | 99.90% | 99.90% |