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 | 11.55% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,434 CHF | 18,434 CHF | 100.00% | 100.00% |
10/01/2025 | 14.81% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 13,565 CHF | 15,719 CHF | 100.00% | 100.00% |
09/01/2025 | 13.04% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 14,353 CHF | 16,353 CHF | 100.00% | 100.00% |
08/01/2025 | 11.70% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,119 CHF | 18,119 CHF | 100.00% | 100.00% |
07/01/2025 | 11.67% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,141 CHF | 18,141 CHF | 99.82% | 99.82% |
06/01/2025 | 10.47% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 18,184 CHF | 20,184 CHF | 99.94% | 99.94% |
30/12/2024 | 8.13% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 23,669 CHF | 25,669 CHF | 99.52% | 99.52% |
27/12/2024 | 8.51% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 22,518 CHF | 24,518 CHF | 100.00% | 100.00% |
23/12/2024 | 7.82% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 24,571 CHF | 26,571 CHF | 100.00% | 100.00% |
20/12/2024 | 6.09% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 32,037 CHF | 34,037 CHF | 100.00% | 100.00% |