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 | 0.36% | 2.67 CHF | 2.68 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 307,464 CHF | 308,564 CHF | 100.00% | 100.00% |
10/01/2025 | 0.33% | 2.98 CHF | 2.99 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 331,067 CHF | 332,167 CHF | 100.00% | 100.00% |
09/01/2025 | 0.33% | 2.94 CHF | 2.95 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 328,197 CHF | 329,297 CHF | 100.00% | 100.00% |
08/01/2025 | 0.34% | 2.91 CHF | 2.92 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 320,179 CHF | 321,279 CHF | 100.00% | 100.00% |
07/01/2025 | 0.34% | 2.86 CHF | 2.87 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 320,754 CHF | 321,854 CHF | 99.82% | 99.82% |
06/01/2025 | 0.36% | 2.87 CHF | 2.88 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 307,153 CHF | 308,253 CHF | 99.95% | 99.95% |
30/12/2024 | 0.40% | 2.34 CHF | 2.35 CHF | 110,000 | 110,000 | 109,961 | 109,961 | 276,509 CHF | 277,609 CHF | 99.52% | 99.52% |
27/12/2024 | 0.38% | 2.58 CHF | 2.59 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 288,878 CHF | 289,978 CHF | 100.00% | 100.00% |
23/12/2024 | 0.38% | 2.61 CHF | 2.62 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 292,167 CHF | 293,267 CHF | 100.00% | 100.00% |
20/12/2024 | 0.42% | 2.58 CHF | 2.59 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 261,191 CHF | 262,291 CHF | 100.00% | 100.00% |