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 | 0.73% | 1.24 CHF | 1.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 103,291 CHF | 104,041 CHF | 98.20% | 98.20% |
10/01/2025 | 0.63% | 1.61 CHF | 1.62 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 119,701 CHF | 120,451 CHF | 97.40% | 97.40% |
09/01/2025 | 0.64% | 1.52 CHF | 1.53 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 117,650 CHF | 118,400 CHF | 99.04% | 99.04% |
08/01/2025 | 0.66% | 1.50 CHF | 1.51 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 112,692 CHF | 113,442 CHF | 98.77% | 98.77% |
07/01/2025 | 0.66% | 1.46 CHF | 1.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 114,096 CHF | 114,846 CHF | 98.68% | 98.68% |
06/01/2025 | 0.72% | 1.47 CHF | 1.48 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,872 CHF | 105,622 CHF | 98.99% | 98.99% |
30/12/2024 | 0.89% | 0.95 CHF | 0.96 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 84,379 CHF | 85,129 CHF | 96.55% | 96.55% |
27/12/2024 | 0.80% | 1.19 CHF | 1.20 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 93,974 CHF | 94,724 CHF | 98.05% | 98.05% |
23/12/2024 | 0.78% | 1.23 CHF | 1.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,460 CHF | 97,210 CHF | 98.89% | 98.89% |
20/12/2024 | 0.99% | 1.21 CHF | 1.22 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 76,046 CHF | 76,796 CHF | 95.61% | 95.61% |