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 | 0.64% | 1.43 CHF | 1.44 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,726 CHF | 118,476 CHF | 98.82% | 98.82% |
10/01/2025 | 0.56% | 1.80 CHF | 1.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,926 CHF | 134,676 CHF | 94.28% | 94.28% |
09/01/2025 | 0.57% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,019 CHF | 132,769 CHF | 99.07% | 99.07% |
08/01/2025 | 0.59% | 1.69 CHF | 1.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 127,076 CHF | 127,826 CHF | 99.07% | 99.07% |
07/01/2025 | 0.58% | 1.65 CHF | 1.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 128,377 CHF | 129,127 CHF | 98.91% | 98.91% |
06/01/2025 | 0.63% | 1.66 CHF | 1.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,120 CHF | 119,870 CHF | 98.83% | 98.83% |
30/12/2024 | 0.76% | 1.14 CHF | 1.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 98,579 CHF | 99,329 CHF | 96.71% | 96.71% |
27/12/2024 | 0.69% | 1.38 CHF | 1.39 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 108,097 CHF | 108,847 CHF | 98.30% | 98.30% |
23/12/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 110,524 CHF | 111,274 CHF | 98.63% | 98.63% |
20/12/2024 | 0.83% | 1.40 CHF | 1.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 90,069 CHF | 90,819 CHF | 96.70% | 96.70% |