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 | 1.67% | 0.53 CHF | 0.54 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 107,864 CHF | 109,664 CHF | 100.00% | 100.00% |
10/01/2025 | 1.41% | 0.69 CHF | 0.70 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 134,513 CHF | 136,413 CHF | 100.00% | 100.00% |
09/01/2025 | 1.42% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 140,262 CHF | 142,262 CHF | 100.00% | 100.00% |
08/01/2025 | 1.48% | 0.67 CHF | 0.68 CHF | 200,000 | 200,000 | 199,982 | 200,000 | 134,642 CHF | 136,654 CHF | 100.00% | 100.00% |
07/01/2025 | 1.42% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 139,666 CHF | 141,666 CHF | 99.82% | 99.82% |
06/01/2025 | 1.56% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,272 CHF | 130,272 CHF | 100.00% | 100.00% |
30/12/2024 | 1.86% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 107,461 CHF | 109,461 CHF | 99.51% | 99.51% |
27/12/2024 | 1.65% | 0.57 CHF | 0.58 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 120,101 CHF | 122,101 CHF | 100.00% | 100.00% |
23/12/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 129,388 CHF | 131,388 CHF | 100.00% | 100.00% |
20/12/2024 | 1.86% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 106,713 CHF | 108,713 CHF | 100.00% | 100.00% |