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 | 0.42% | 2.38 CHF | 2.39 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 117,918 CHF | 118,418 CHF | 99.85% | 99.85% |
16/01/2025 | 0.44% | 2.32 CHF | 2.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,346 CHF | 114,846 CHF | 99.67% | 99.67% |
15/01/2025 | 0.46% | 2.25 CHF | 2.26 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,775 CHF | 109,275 CHF | 100.00% | 100.00% |
13/01/2025 | 0.46% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,025 CHF | 108,525 CHF | 100.00% | 100.00% |
10/01/2025 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,711 CHF | 109,211 CHF | 100.00% | 100.00% |
09/01/2025 | 0.47% | 2.13 CHF | 2.14 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 106,461 CHF | 106,961 CHF | 100.00% | 100.00% |
08/01/2025 | 0.46% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,455 CHF | 107,955 CHF | 100.00% | 100.00% |
07/01/2025 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 107,403 CHF | 107,903 CHF | 99.61% | 99.61% |
06/01/2025 | 0.46% | 2.17 CHF | 2.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 108,500 CHF | 109,000 CHF | 100.00% | 100.00% |
30/12/2024 | 0.44% | 2.18 CHF | 2.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 114,171 CHF | 114,671 CHF | 98.07% | 98.07% |