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 | 3.04% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 175,547 | 175,480 | 56,896 CHF | 58,629 CHF | 99.84% | 99.84% |
16/01/2025 | 3.70% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 200,984 | 201,055 | 53,430 CHF | 55,460 CHF | 99.57% | 99.57% |
15/01/2025 | 5.06% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 272,950 | 272,975 | 52,566 CHF | 55,301 CHF | 100.00% | 100.00% |
13/01/2025 | 5.25% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 282,709 | 282,796 | 52,393 CHF | 55,237 CHF | 100.00% | 100.00% |
10/01/2025 | 3.60% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 200,146 | 199,990 | 54,792 CHF | 56,753 CHF | 99.92% | 99.92% |
09/01/2025 | 3.18% | 0.31 CHF | 0.32 CHF | 175,000 | 175,000 | 183,685 | 183,705 | 56,875 CHF | 58,719 CHF | 99.89% | 99.89% |
08/01/2025 | 3.71% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 200,342 | 200,364 | 53,114 CHF | 55,124 CHF | 100.00% | 100.00% |
07/01/2025 | 4.57% | 0.24 CHF | 0.25 CHF | 250,000 | 250,000 | 248,611 | 248,658 | 53,201 CHF | 55,697 CHF | 99.46% | 99.46% |
06/01/2025 | 5.83% | 0.18 CHF | 0.19 CHF | 325,000 | 325,000 | 316,078 | 316,038 | 52,674 CHF | 55,828 CHF | 96.91% | 96.91% |
30/12/2024 | 6.21% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 335,349 | 335,349 | 52,257 CHF | 55,611 CHF | 97.82% | 97.82% |