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 | 0.47% | 2.01 CHF | 2.02 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,046 CHF | 161,796 CHF | 98.98% | 98.98% |
10/01/2025 | 0.42% | 2.38 CHF | 2.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 177,297 CHF | 178,047 CHF | 97.44% | 97.44% |
09/01/2025 | 0.43% | 2.29 CHF | 2.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 175,078 CHF | 175,828 CHF | 99.03% | 99.03% |
08/01/2025 | 0.44% | 2.27 CHF | 2.28 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 170,065 CHF | 170,815 CHF | 98.14% | 98.14% |
07/01/2025 | 0.44% | 2.22 CHF | 2.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 171,139 CHF | 171,889 CHF | 98.71% | 98.71% |
06/01/2025 | 0.46% | 2.23 CHF | 2.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,829 CHF | 162,579 CHF | 98.34% | 98.34% |
30/12/2024 | 0.53% | 1.71 CHF | 1.72 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,154 CHF | 141,904 CHF | 96.66% | 96.66% |
27/12/2024 | 0.50% | 1.95 CHF | 1.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 150,496 CHF | 151,246 CHF | 98.16% | 98.16% |
23/12/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,697 CHF | 153,447 CHF | 98.91% | 98.91% |
20/12/2024 | 0.57% | 1.96 CHF | 1.97 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,189 CHF | 132,939 CHF | 97.55% | 97.55% |