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 | 0.35% | 3.03 CHF | 3.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 215,687 CHF | 216,437 CHF | 98.26% | 98.26% |
10/01/2025 | 0.38% | 2.65 CHF | 2.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 198,760 CHF | 199,510 CHF | 97.65% | 97.65% |
09/01/2025 | 0.37% | 2.72 CHF | 2.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,144 CHF | 200,894 CHF | 99.03% | 99.03% |
08/01/2025 | 0.37% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 205,112 CHF | 205,862 CHF | 98.22% | 98.22% |
07/01/2025 | 0.37% | 2.77 CHF | 2.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 201,954 CHF | 202,704 CHF | 98.79% | 98.79% |
06/01/2025 | 0.36% | 2.74 CHF | 2.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 210,700 CHF | 211,450 CHF | 98.69% | 98.69% |
30/12/2024 | 0.32% | 3.29 CHF | 3.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 231,857 CHF | 232,607 CHF | 96.62% | 96.62% |
27/12/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 221,609 CHF | 222,359 CHF | 98.31% | 98.31% |
23/12/2024 | 0.34% | 2.98 CHF | 2.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 218,280 CHF | 219,030 CHF | 98.76% | 98.76% |
20/12/2024 | 0.31% | 2.98 CHF | 2.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 238,206 CHF | 238,956 CHF | 97.24% | 97.24% |