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 | 0.48% | 2.11 CHF | 2.12 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 104,260 CHF | 104,760 CHF | 99.85% | 99.85% |
16/01/2025 | 0.50% | 2.04 CHF | 2.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,737 CHF | 101,237 CHF | 99.67% | 99.67% |
15/01/2025 | 0.52% | 1.98 CHF | 1.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 95,072 CHF | 95,572 CHF | 100.00% | 100.00% |
13/01/2025 | 0.53% | 1.88 CHF | 1.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,278 CHF | 94,778 CHF | 100.00% | 100.00% |
10/01/2025 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,940 CHF | 95,440 CHF | 100.00% | 100.00% |
09/01/2025 | 0.54% | 1.85 CHF | 1.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,763 CHF | 93,263 CHF | 100.00% | 100.00% |
08/01/2025 | 0.53% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,753 CHF | 94,253 CHF | 100.00% | 100.00% |
07/01/2025 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 93,655 CHF | 94,155 CHF | 99.61% | 99.61% |
06/01/2025 | 0.53% | 1.90 CHF | 1.91 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 94,693 CHF | 95,193 CHF | 100.00% | 100.00% |
30/12/2024 | 0.50% | 1.91 CHF | 1.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 100,495 CHF | 100,995 CHF | 98.07% | 98.07% |