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 | 0.66% | 1.42 CHF | 1.43 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 212,651 CHF | 214,051 CHF | 100.00% | 100.00% |
10/01/2025 | 0.60% | 1.65 CHF | 1.66 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 234,159 CHF | 235,559 CHF | 100.00% | 100.00% |
09/01/2025 | 0.60% | 1.62 CHF | 1.63 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 232,312 CHF | 233,712 CHF | 100.00% | 100.00% |
08/01/2025 | 0.62% | 1.61 CHF | 1.62 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 226,603 CHF | 228,003 CHF | 100.00% | 100.00% |
07/01/2025 | 0.61% | 1.59 CHF | 1.60 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 229,992 CHF | 231,392 CHF | 99.82% | 99.82% |
06/01/2025 | 0.64% | 1.61 CHF | 1.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 233,741 CHF | 235,241 CHF | 100.00% | 100.00% |
30/12/2024 | 0.72% | 1.26 CHF | 1.27 CHF | 160,000 | 160,000 | 159,942 | 159,942 | 220,695 CHF | 222,295 CHF | 99.52% | 99.52% |
27/12/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 220,297 CHF | 221,797 CHF | 100.00% | 100.00% |
23/12/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 243,584 CHF | 245,184 CHF | 100.00% | 100.00% |
20/12/2024 | 0.75% | 1.47 CHF | 1.48 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 226,983 CHF | 228,683 CHF | 100.00% | 100.00% |