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 | 0.22% | 4.48 CHF | 4.49 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 506,899 CHF | 507,999 CHF | 100.00% | 100.00% |
10/01/2025 | 0.21% | 4.80 CHF | 4.81 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 530,094 CHF | 531,194 CHF | 100.00% | 100.00% |
09/01/2025 | 0.21% | 4.74 CHF | 4.75 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 526,539 CHF | 527,639 CHF | 100.00% | 100.00% |
08/01/2025 | 0.21% | 4.71 CHF | 4.72 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 518,242 CHF | 519,342 CHF | 100.00% | 100.00% |
07/01/2025 | 0.21% | 4.65 CHF | 4.66 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 517,513 CHF | 518,613 CHF | 99.82% | 99.82% |
06/01/2025 | 0.22% | 4.65 CHF | 4.66 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 503,192 CHF | 504,292 CHF | 99.94% | 99.94% |
30/12/2024 | 0.23% | 4.11 CHF | 4.12 CHF | 110,000 | 110,000 | 109,960 | 109,960 | 470,996 CHF | 472,096 CHF | 99.52% | 99.52% |
27/12/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 482,976 CHF | 484,076 CHF | 100.00% | 100.00% |
23/12/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 485,002 CHF | 486,102 CHF | 100.00% | 100.00% |
20/12/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 451,813 CHF | 452,913 CHF | 100.00% | 100.00% |