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 | 0.52% | 1.78 CHF | 1.79 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,770 CHF | 144,520 CHF | 98.53% | 98.53% |
10/01/2025 | 0.47% | 2.15 CHF | 2.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 159,883 CHF | 160,633 CHF | 94.39% | 94.39% |
09/01/2025 | 0.47% | 2.06 CHF | 2.07 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 157,884 CHF | 158,634 CHF | 99.04% | 99.04% |
08/01/2025 | 0.49% | 2.04 CHF | 2.05 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,922 CHF | 153,672 CHF | 98.88% | 98.88% |
07/01/2025 | 0.49% | 1.99 CHF | 2.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 154,080 CHF | 154,830 CHF | 99.08% | 99.08% |
06/01/2025 | 0.52% | 2.00 CHF | 2.01 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 144,786 CHF | 145,536 CHF | 98.77% | 98.77% |
30/12/2024 | 0.60% | 1.48 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 124,163 CHF | 124,913 CHF | 96.65% | 96.65% |
27/12/2024 | 0.56% | 1.72 CHF | 1.73 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 133,576 CHF | 134,326 CHF | 98.30% | 98.30% |
23/12/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 135,888 CHF | 136,638 CHF | 98.59% | 98.59% |
20/12/2024 | 0.65% | 1.74 CHF | 1.75 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 115,332 CHF | 116,082 CHF | 95.30% | 95.30% |