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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 1.05% | 94.45 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,412 CHF | 95,412 CHF | 97.33% | 97.33% |
16/01/2025 | 1.05% | 94.45 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,299 CHF | 95,299 CHF | 99.57% | 99.57% |
15/01/2025 | 1.07% | 93.70 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,999 CHF | 93,999 CHF | 98.84% | 98.84% |
13/01/2025 | 1.08% | 93.10 % | 94.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,462 CHF | 93,462 CHF | 99.05% | 99.05% |
10/01/2025 | 1.05% | 94.25 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,356 CHF | 95,356 CHF | 98.69% | 98.69% |
09/01/2025 | 1.06% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,629 CHF | 94,629 CHF | 98.69% | 98.69% |
08/01/2025 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,949 CHF | 96,949 CHF | 98.23% | 98.23% |
07/01/2025 | 1.04% | 95.65 % | 96.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,999 CHF | 96,999 CHF | 97.70% | 97.70% |
06/01/2025 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,655 CHF | 96,655 CHF | 96.85% | 96.85% |
30/12/2024 | 1.06% | 93.65 % | 94.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,800 CHF | 94,800 CHF | 94.61% | 94.61% |