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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 177.34% | 0.01 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 917 CHF | 15,200 CHF | 100.00% | 100.00% |
10/01/2025 | 181.94% | 0.00 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 713 CHF | 15,064 CHF | 100.00% | 100.00% |
09/01/2025 | 179.75% | 0.00 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 800 CHF | 15,000 CHF | 100.00% | 100.00% |
08/01/2025 | 173.57% | 0.00 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,064 CHF | 15,000 CHF | 100.00% | 100.00% |
07/01/2025 | 172.02% | 0.01 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,130 CHF | 14,997 CHF | 99.82% | 99.82% |
06/01/2025 | 155.94% | 0.01 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,863 CHF | 14,928 CHF | 99.94% | 99.94% |
30/12/2024 | 99.15% | 0.03 CHF | 0.08 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 5,052 CHF | 14,902 CHF | 99.52% | 99.52% |
27/12/2024 | 107.16% | 0.02 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 4,480 CHF | 14,800 CHF | 100.00% | 100.00% |
23/12/2024 | 95.70% | 0.03 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 5,224 CHF | 14,800 CHF | 100.00% | 100.00% |
20/12/2024 | 48.49% | 0.03 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 9,082 CHF | 14,800 CHF | 100.00% | 100.00% |