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 | 0.87% | 1.05 CHF | 1.06 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 149,841 CHF | 151,141 CHF | 100.00% | 100.00% |
10/01/2025 | 0.75% | 1.30 CHF | 1.31 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 172,712 CHF | 174,012 CHF | 100.00% | 100.00% |
09/01/2025 | 0.76% | 1.27 CHF | 1.28 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 170,854 CHF | 172,154 CHF | 100.00% | 100.00% |
08/01/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 164,207 CHF | 165,507 CHF | 100.00% | 100.00% |
07/01/2025 | 0.77% | 1.23 CHF | 1.24 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 167,290 CHF | 168,590 CHF | 99.82% | 99.82% |
06/01/2025 | 0.84% | 1.25 CHF | 1.26 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 167,379 CHF | 168,779 CHF | 100.00% | 100.00% |
30/12/2024 | 0.99% | 0.88 CHF | 0.89 CHF | 150,000 | 150,000 | 149,946 | 149,946 | 151,445 CHF | 152,945 CHF | 99.52% | 99.52% |
27/12/2024 | 0.90% | 1.06 CHF | 1.07 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 154,180 CHF | 155,580 CHF | 100.00% | 100.00% |
23/12/2024 | 0.87% | 1.11 CHF | 1.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 172,623 CHF | 174,123 CHF | 100.00% | 100.00% |
20/12/2024 | 1.04% | 1.10 CHF | 1.11 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 154,144 CHF | 155,744 CHF | 100.00% | 100.00% |