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 | 1.22% | 0.86 CHF | 0.87 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 57,278 CHF | 57,978 CHF | 100.00% | 100.00% |
10/01/2025 | 1.25% | 0.77 CHF | 0.78 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 55,465 CHF | 56,165 CHF | 100.00% | 100.00% |
09/01/2025 | 1.27% | 0.79 CHF | 0.80 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,574 CHF | 55,274 CHF | 100.00% | 100.00% |
08/01/2025 | 1.26% | 0.78 CHF | 0.79 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 55,022 CHF | 55,722 CHF | 100.00% | 100.00% |
07/01/2025 | 1.24% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 56,026 CHF | 56,726 CHF | 100.00% | 100.00% |
06/01/2025 | 1.27% | 0.80 CHF | 0.81 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 54,700 CHF | 55,400 CHF | 99.93% | 99.93% |
30/12/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70,000 | 70,000 | 69,976 | 69,976 | 53,141 CHF | 53,841 CHF | 100.00% | 100.00% |
27/12/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 51,596 CHF | 52,296 CHF | 99.44% | 99.44% |
23/12/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 51,357 CHF | 52,107 CHF | 99.10% | 99.10% |
20/12/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 50,705 CHF | 51,455 CHF | 100.00% | 100.00% |