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 | 2.83% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 70,018 CHF | 72,018 CHF | 100.00% | 100.00% |
10/01/2025 | 2.44% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 80,966 CHF | 82,966 CHF | 100.00% | 100.00% |
09/01/2025 | 2.46% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 80,352 CHF | 82,352 CHF | 100.00% | 100.00% |
08/01/2025 | 2.54% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 77,670 CHF | 79,670 CHF | 100.00% | 100.00% |
07/01/2025 | 2.43% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 81,362 CHF | 83,362 CHF | 99.82% | 99.82% |
06/01/2025 | 2.63% | 0.40 CHF | 0.41 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 75,319 CHF | 77,319 CHF | 99.95% | 99.95% |
30/12/2024 | 3.05% | 0.28 CHF | 0.28 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 64,901 CHF | 66,901 CHF | 99.52% | 99.52% |
27/12/2024 | 2.70% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 73,091 CHF | 75,091 CHF | 100.00% | 100.00% |
23/12/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 80,285 CHF | 82,285 CHF | 100.00% | 100.00% |
20/12/2024 | 2.94% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 67,297 CHF | 69,297 CHF | 100.00% | 100.00% |