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 | 0.38% | 2.47 CHF | 2.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 195,755 CHF | 196,505 CHF | 98.79% | 98.79% |
10/01/2025 | 0.35% | 2.84 CHF | 2.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 211,755 CHF | 212,505 CHF | 96.48% | 96.48% |
09/01/2025 | 0.36% | 2.75 CHF | 2.76 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 209,547 CHF | 210,297 CHF | 99.05% | 99.05% |
08/01/2025 | 0.37% | 2.73 CHF | 2.74 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 204,504 CHF | 205,254 CHF | 98.02% | 98.02% |
07/01/2025 | 0.36% | 2.68 CHF | 2.69 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 205,367 CHF | 206,117 CHF | 98.71% | 98.71% |
06/01/2025 | 0.38% | 2.69 CHF | 2.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,020 CHF | 196,770 CHF | 98.21% | 98.21% |
30/12/2024 | 0.43% | 2.16 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,238 CHF | 175,988 CHF | 96.55% | 96.55% |
27/12/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 184,417 CHF | 185,167 CHF | 98.24% | 98.24% |
23/12/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 186,461 CHF | 187,211 CHF | 98.77% | 98.77% |
20/12/2024 | 0.45% | 2.41 CHF | 2.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 165,667 CHF | 166,417 CHF | 95.59% | 95.59% |