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 | 0.50% | 14.30 CHF | 14.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 352,217 CHF | 353,967 CHF | 99.49% | 99.49% |
16/01/2025 | 0.52% | 13.39 CHF | 13.46 CHF | 25,000 | 25,000 | 24,990 | 24,990 | 332,349 CHF | 334,097 CHF | 100.00% | 100.00% |
15/01/2025 | 0.50% | 13.57 CHF | 13.64 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 313,998 CHF | 315,574 CHF | 99.95% | 99.95% |
13/01/2025 | 0.54% | 10.75 CHF | 10.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 280,092 CHF | 281,592 CHF | 99.56% | 99.56% |
10/01/2025 | 0.52% | 12.64 CHF | 12.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 323,965 CHF | 325,658 CHF | 100.00% | 100.00% |
09/01/2025 | 0.52% | 13.22 CHF | 13.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 323,536 CHF | 325,225 CHF | 100.00% | 100.00% |
08/01/2025 | 0.51% | 13.36 CHF | 13.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 338,989 CHF | 340,739 CHF | 100.00% | 100.00% |
07/01/2025 | 0.44% | 14.62 CHF | 14.69 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 400,905 CHF | 402,655 CHF | 99.79% | 99.79% |
06/01/2025 | 0.43% | 17.05 CHF | 17.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 407,459 CHF | 409,209 CHF | 100.00% | 100.00% |
30/12/2024 | 0.50% | 13.34 CHF | 13.41 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 346,584 CHF | 348,334 CHF | 99.90% | 99.90% |