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 | 0.56% | 12.77 CHF | 12.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 314,048 CHF | 315,798 CHF | 99.49% | 99.49% |
16/01/2025 | 0.59% | 11.87 CHF | 11.94 CHF | 25,000 | 25,000 | 24,990 | 24,990 | 294,210 CHF | 295,959 CHF | 100.00% | 100.00% |
15/01/2025 | 0.57% | 12.04 CHF | 12.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 275,853 CHF | 277,429 CHF | 99.84% | 99.84% |
13/01/2025 | 0.62% | 9.21 CHF | 9.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 241,769 CHF | 243,269 CHF | 99.56% | 99.56% |
10/01/2025 | 0.59% | 11.11 CHF | 11.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 285,757 CHF | 287,449 CHF | 100.00% | 100.00% |
09/01/2025 | 0.59% | 11.69 CHF | 11.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 285,422 CHF | 287,111 CHF | 100.00% | 100.00% |
08/01/2025 | 0.58% | 11.84 CHF | 11.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 300,896 CHF | 302,646 CHF | 100.00% | 100.00% |
07/01/2025 | 0.48% | 13.10 CHF | 13.17 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 363,007 CHF | 364,757 CHF | 99.80% | 99.80% |
06/01/2025 | 0.47% | 15.54 CHF | 15.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 369,619 CHF | 371,369 CHF | 100.00% | 100.00% |
30/12/2024 | 0.57% | 11.83 CHF | 11.90 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 308,826 CHF | 310,576 CHF | 99.90% | 99.90% |