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 | 2.40% | 0.42 CHF | 0.43 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 82,309 CHF | 84,309 CHF | 99.96% | 99.96% |
16/01/2025 | 3.17% | 0.36 CHF | 0.37 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 64,748 CHF | 66,834 CHF | 98.89% | 98.89% |
15/01/2025 | 4.45% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 221,097 | 197,120 | 50,436 CHF | 47,215 CHF | 96.43% | 96.43% |
13/01/2025 | 7.71% | 0.24 CHF | 0.25 CHF | 210,000 | 200,000 | 217,084 | 200,000 | 47,496 CHF | 47,306 CHF | 94.92% | 94.92% |
10/01/2025 | 4.77% | 0.28 CHF | 0.31 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,579 CHF | 73,883 CHF | 97.06% | 97.06% |
09/01/2025 | 2.44% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,348 CHF | 83,348 CHF | 99.66% | 99.66% |
08/01/2025 | 3.64% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 66,706 CHF | 69,228 CHF | 80.96% | 80.96% |
07/01/2025 | 4.88% | 0.30 CHF | 0.31 CHF | 200,000 | 200,000 | 191,911 | 189,620 | 51,483 CHF | 53,075 CHF | 97.34% | 97.34% |
06/01/2025 | 4.79% | 0.22 CHF | 0.23 CHF | 230,000 | 200,000 | 247,953 | 200,000 | 50,548 CHF | 43,026 CHF | 99.53% | 99.53% |
30/12/2024 | 4.99% | 0.19 CHF | 0.20 CHF | 270,000 | 200,000 | 259,182 | 200,000 | 50,637 CHF | 41,288 CHF | 99.17% | 99.17% |