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 | 0.57% | 1.63 CHF | 1.64 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 132,749 CHF | 133,499 CHF | 98.56% | 98.56% |
10/01/2025 | 0.50% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 148,976 CHF | 149,726 CHF | 96.33% | 96.33% |
09/01/2025 | 0.51% | 1.91 CHF | 1.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 146,934 CHF | 147,684 CHF | 99.06% | 99.06% |
08/01/2025 | 0.53% | 1.89 CHF | 1.90 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 141,931 CHF | 142,681 CHF | 98.17% | 98.17% |
07/01/2025 | 0.52% | 1.85 CHF | 1.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,183 CHF | 143,933 CHF | 98.71% | 98.71% |
06/01/2025 | 0.56% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,935 CHF | 134,685 CHF | 98.45% | 98.45% |
30/12/2024 | 0.66% | 1.33 CHF | 1.34 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 113,334 CHF | 114,084 CHF | 96.66% | 96.66% |
27/12/2024 | 0.61% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,774 CHF | 123,524 CHF | 98.31% | 98.31% |
23/12/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 125,143 CHF | 125,893 CHF | 98.88% | 98.88% |
20/12/2024 | 0.72% | 1.59 CHF | 1.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,763 CHF | 105,513 CHF | 97.12% | 97.12% |