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 | 2.29% | 0.41 CHF | 0.42 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 21,562 CHF | 22,062 CHF | 99.85% | 99.85% |
16/01/2025 | 1.97% | 0.47 CHF | 0.48 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 25,185 CHF | 25,685 CHF | 99.66% | 99.66% |
15/01/2025 | 1.61% | 0.54 CHF | 0.55 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 30,886 CHF | 31,386 CHF | 100.00% | 100.00% |
13/01/2025 | 1.56% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,859 CHF | 32,359 CHF | 100.00% | 100.00% |
10/01/2025 | 1.57% | 0.63 CHF | 0.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 31,512 CHF | 32,012 CHF | 100.00% | 100.00% |
09/01/2025 | 1.47% | 0.68 CHF | 0.69 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,847 CHF | 34,347 CHF | 100.00% | 100.00% |
08/01/2025 | 1.51% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,907 CHF | 33,407 CHF | 100.00% | 100.00% |
07/01/2025 | 1.50% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,060 CHF | 33,560 CHF | 99.61% | 99.61% |
06/01/2025 | 1.54% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,192 CHF | 32,692 CHF | 100.00% | 100.00% |
30/12/2024 | 1.83% | 0.64 CHF | 0.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,078 CHF | 27,578 CHF | 98.06% | 98.06% |