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 | 0.34% | 2.83 CHF | 2.84 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 324,530 CHF | 325,630 CHF | 100.00% | 100.00% |
10/01/2025 | 0.32% | 3.13 CHF | 3.14 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 346,654 CHF | 347,754 CHF | 100.00% | 100.00% |
09/01/2025 | 0.32% | 3.08 CHF | 3.09 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 344,034 CHF | 345,134 CHF | 100.00% | 100.00% |
08/01/2025 | 0.33% | 3.06 CHF | 3.07 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 337,001 CHF | 338,101 CHF | 100.00% | 100.00% |
07/01/2025 | 0.32% | 3.01 CHF | 3.02 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 337,985 CHF | 339,085 CHF | 99.82% | 99.82% |
06/01/2025 | 0.34% | 3.03 CHF | 3.04 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 325,194 CHF | 326,294 CHF | 99.95% | 99.95% |
30/12/2024 | 0.37% | 2.54 CHF | 2.55 CHF | 110,000 | 110,000 | 109,960 | 109,960 | 296,802 CHF | 297,902 CHF | 99.52% | 99.52% |
27/12/2024 | 0.36% | 2.76 CHF | 2.77 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 308,901 CHF | 310,001 CHF | 100.00% | 100.00% |
23/12/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 341,310 CHF | 342,510 CHF | 100.00% | 100.00% |
20/12/2024 | 0.39% | 2.76 CHF | 2.77 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 308,815 CHF | 310,015 CHF | 100.00% | 100.00% |