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 | 0.33% | 2.91 CHF | 2.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 456,069 CHF | 457,569 CHF | 100.00% | 100.00% |
10/01/2025 | 0.31% | 3.23 CHF | 3.24 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 488,913 CHF | 490,413 CHF | 100.00% | 100.00% |
09/01/2025 | 0.31% | 3.19 CHF | 3.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 485,215 CHF | 486,715 CHF | 100.00% | 100.00% |
08/01/2025 | 0.32% | 3.16 CHF | 3.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 474,368 CHF | 475,868 CHF | 100.00% | 100.00% |
07/01/2025 | 0.31% | 3.12 CHF | 3.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 475,975 CHF | 477,475 CHF | 99.82% | 99.82% |
06/01/2025 | 0.33% | 3.12 CHF | 3.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 456,250 CHF | 457,750 CHF | 100.00% | 100.00% |
30/12/2024 | 0.36% | 2.59 CHF | 2.60 CHF | 150,000 | 150,000 | 149,946 | 149,946 | 414,484 CHF | 415,984 CHF | 99.52% | 99.52% |
27/12/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 150,000 | 150,000 | 149,934 | 149,934 | 433,299 CHF | 434,799 CHF | 100.00% | 100.00% |
23/12/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 437,778 CHF | 439,278 CHF | 100.00% | 100.00% |
20/12/2024 | 0.38% | 2.85 CHF | 2.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 396,074 CHF | 397,574 CHF | 100.00% | 100.00% |