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 | 0.35% | 2.91 CHF | 2.92 CHF | 300,000 | 300,000 | 299,997 | 299,997 | 866,869 CHF | 869,869 CHF | 99.77% | 99.77% |
16/01/2025 | 0.37% | 2.78 CHF | 2.79 CHF | 300,000 | 300,000 | 299,872 | 299,872 | 808,088 CHF | 811,088 CHF | 100.00% | 100.00% |
15/01/2025 | 0.42% | 2.51 CHF | 2.52 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 716,218 CHF | 719,218 CHF | 99.85% | 99.85% |
13/01/2025 | 0.43% | 2.39 CHF | 2.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 693,479 CHF | 696,479 CHF | 100.00% | 100.00% |
10/01/2025 | 0.37% | 2.52 CHF | 2.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 799,944 CHF | 802,944 CHF | 99.63% | 99.63% |
09/01/2025 | 0.36% | 2.81 CHF | 2.82 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 840,266 CHF | 843,266 CHF | 100.00% | 100.00% |
08/01/2025 | 0.37% | 2.66 CHF | 2.67 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 799,290 CHF | 802,290 CHF | 99.36% | 99.36% |
07/01/2025 | 0.40% | 2.59 CHF | 2.60 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 744,301 CHF | 747,301 CHF | 100.00% | 100.00% |
06/01/2025 | 0.45% | 2.30 CHF | 2.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 670,510 CHF | 673,510 CHF | 99.90% | 99.90% |
30/12/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 300,000 | 300,000 | 299,917 | 299,917 | 642,562 CHF | 645,562 CHF | 99.80% | 99.80% |