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 | 0.54% | 13.15 CHF | 13.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 323,413 CHF | 325,163 CHF | 99.43% | 99.43% |
16/01/2025 | 0.57% | 12.25 CHF | 12.32 CHF | 25,000 | 25,000 | 24,990 | 24,990 | 303,565 CHF | 305,314 CHF | 100.00% | 100.00% |
15/01/2025 | 0.55% | 12.41 CHF | 12.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 285,211 CHF | 286,788 CHF | 99.90% | 99.90% |
13/01/2025 | 0.60% | 9.59 CHF | 9.65 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 251,186 CHF | 252,686 CHF | 99.56% | 99.56% |
10/01/2025 | 0.57% | 11.49 CHF | 11.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 295,133 CHF | 296,825 CHF | 99.94% | 99.94% |
09/01/2025 | 0.57% | 12.07 CHF | 12.14 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 294,770 CHF | 296,459 CHF | 100.00% | 100.00% |
08/01/2025 | 0.56% | 12.21 CHF | 12.28 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 310,233 CHF | 311,983 CHF | 100.00% | 100.00% |
07/01/2025 | 0.47% | 13.47 CHF | 13.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 372,283 CHF | 374,033 CHF | 99.80% | 99.80% |
06/01/2025 | 0.46% | 15.91 CHF | 15.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 378,876 CHF | 380,626 CHF | 100.00% | 100.00% |
30/12/2024 | 0.55% | 12.20 CHF | 12.27 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 318,055 CHF | 319,805 CHF | 99.90% | 99.90% |