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% | 1.80 CHF | 1.81 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 211,669 CHF | 212,769 CHF | 100.00% | 100.00% |
10/01/2025 | 0.47% | 2.10 CHF | 2.11 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 234,438 CHF | 235,538 CHF | 100.00% | 100.00% |
09/01/2025 | 0.47% | 2.06 CHF | 2.07 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 232,112 CHF | 233,212 CHF | 100.00% | 100.00% |
08/01/2025 | 0.49% | 2.04 CHF | 2.05 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 224,849 CHF | 225,949 CHF | 100.00% | 100.00% |
07/01/2025 | 0.48% | 2.00 CHF | 2.01 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 226,299 CHF | 227,399 CHF | 99.82% | 99.82% |
06/01/2025 | 0.51% | 2.02 CHF | 2.03 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 213,850 CHF | 214,950 CHF | 100.00% | 100.00% |
30/12/2024 | 0.59% | 1.54 CHF | 1.55 CHF | 120,000 | 120,000 | 119,957 | 119,957 | 203,589 CHF | 204,789 CHF | 99.52% | 99.52% |
27/12/2024 | 0.55% | 1.76 CHF | 1.77 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 216,575 CHF | 217,775 CHF | 100.00% | 100.00% |
23/12/2024 | 0.54% | 1.80 CHF | 1.81 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 221,382 CHF | 222,582 CHF | 100.00% | 100.00% |
20/12/2024 | 0.63% | 1.78 CHF | 1.79 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 191,642 CHF | 192,842 CHF | 100.00% | 100.00% |