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 | 0.17% | 5.76 CHF | 5.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 451,567 CHF | 452,317 CHF | 100.00% | 100.00% |
10/01/2025 | 0.15% | 6.42 CHF | 6.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 485,090 CHF | 485,840 CHF | 99.91% | 99.91% |
09/01/2025 | 0.16% | 6.31 CHF | 6.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 480,739 CHF | 481,489 CHF | 100.00% | 100.00% |
08/01/2025 | 0.16% | 6.27 CHF | 6.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 470,563 CHF | 471,313 CHF | 100.00% | 100.00% |
07/01/2025 | 0.16% | 6.17 CHF | 6.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 471,498 CHF | 472,248 CHF | 99.70% | 99.70% |
06/01/2025 | 0.17% | 6.19 CHF | 6.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 452,183 CHF | 452,933 CHF | 100.00% | 100.00% |
30/12/2024 | 0.18% | 5.11 CHF | 5.12 CHF | 75,000 | 75,000 | 74,974 | 74,974 | 409,957 CHF | 410,707 CHF | 99.56% | 99.56% |
27/12/2024 | 0.18% | 5.61 CHF | 5.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 428,290 CHF | 429,040 CHF | 100.00% | 100.00% |
23/12/2024 | 0.17% | 5.69 CHF | 5.70 CHF | 75,000 | 75,000 | 74,964 | 75,000 | 433,007 CHF | 433,967 CHF | 100.00% | 100.00% |
20/12/2024 | 0.19% | 5.64 CHF | 5.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 391,744 CHF | 392,494 CHF | 100.00% | 100.00% |