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 | 0.81% | 1.26 CHF | 1.27 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 67,702 CHF | 68,252 CHF | 100.00% | 100.00% |
16/01/2025 | 0.89% | 1.14 CHF | 1.15 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 61,627 CHF | 62,177 CHF | 100.00% | 100.00% |
15/01/2025 | 0.92% | 1.12 CHF | 1.13 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 59,635 CHF | 60,185 CHF | 100.00% | 100.00% |
13/01/2025 | 0.87% | 1.15 CHF | 1.16 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 62,700 CHF | 63,250 CHF | 99.86% | 99.86% |
10/01/2025 | 0.80% | 1.22 CHF | 1.23 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 68,165 CHF | 68,715 CHF | 100.00% | 100.00% |
09/01/2025 | 0.76% | 1.26 CHF | 1.27 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 71,628 CHF | 72,178 CHF | 100.00% | 100.00% |
08/01/2025 | 0.80% | 1.25 CHF | 1.26 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 68,699 CHF | 69,249 CHF | 96.97% | 96.97% |
07/01/2025 | 0.82% | 1.23 CHF | 1.24 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 67,102 CHF | 67,652 CHF | 100.00% | 100.00% |
06/01/2025 | 0.91% | 1.11 CHF | 1.12 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 59,860 CHF | 60,410 CHF | 100.00% | 100.00% |
30/12/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 57,256 CHF | 57,806 CHF | 97.65% | 97.65% |