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 | 0.47% | 15.09 CHF | 15.16 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 371,776 CHF | 373,526 CHF | 99.47% | 99.47% |
16/01/2025 | 0.50% | 14.18 CHF | 14.25 CHF | 25,000 | 25,000 | 24,991 | 24,991 | 351,919 CHF | 353,667 CHF | 100.00% | 100.00% |
15/01/2025 | 0.47% | 14.35 CHF | 14.42 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 333,537 CHF | 335,106 CHF | 99.93% | 99.93% |
13/01/2025 | 0.50% | 11.54 CHF | 11.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 299,733 CHF | 301,233 CHF | 99.55% | 99.55% |
10/01/2025 | 0.49% | 13.43 CHF | 13.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 343,546 CHF | 345,238 CHF | 100.00% | 100.00% |
09/01/2025 | 0.49% | 14.00 CHF | 14.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 343,060 CHF | 344,749 CHF | 100.00% | 100.00% |
08/01/2025 | 0.49% | 14.14 CHF | 14.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 358,511 CHF | 360,261 CHF | 100.00% | 100.00% |
07/01/2025 | 0.42% | 15.39 CHF | 15.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 420,322 CHF | 422,071 CHF | 99.78% | 99.78% |
06/01/2025 | 0.41% | 17.82 CHF | 17.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 426,834 CHF | 428,575 CHF | 100.00% | 100.00% |
30/12/2024 | 0.48% | 14.12 CHF | 14.19 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 365,922 CHF | 367,672 CHF | 99.90% | 99.90% |