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 | 1.37% | 0.68 CHF | 0.69 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 145,448 CHF | 147,448 CHF | 100.00% | 100.00% |
10/01/2025 | 1.25% | 0.79 CHF | 0.80 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 158,929 CHF | 160,929 CHF | 100.00% | 100.00% |
09/01/2025 | 1.26% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,233 CHF | 159,233 CHF | 100.00% | 100.00% |
08/01/2025 | 1.29% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 154,220 CHF | 156,220 CHF | 100.00% | 100.00% |
07/01/2025 | 1.26% | 0.76 CHF | 0.77 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 157,732 CHF | 159,732 CHF | 99.82% | 99.82% |
06/01/2025 | 1.33% | 0.78 CHF | 0.79 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 149,890 CHF | 151,890 CHF | 99.95% | 99.95% |
30/12/2024 | 1.48% | 0.61 CHF | 0.62 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 134,078 CHF | 136,078 CHF | 99.52% | 99.52% |
27/12/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 144,167 CHF | 146,167 CHF | 100.00% | 100.00% |
23/12/2024 | 1.30% | 0.74 CHF | 0.75 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 153,208 CHF | 155,208 CHF | 100.00% | 100.00% |
20/12/2024 | 1.46% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,916 CHF | 137,916 CHF | 100.00% | 100.00% |