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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 0.97% | 9.19 CHF | 9.28 CHF | 10,894 | 10,788 | 10,875 | 10,769 | 100,118 CHF | 100,116 CHF | 100.00% | 100.00% |
16/01/2025 | 0.98% | 9.22 CHF | 9.31 CHF | 10,859 | 10,754 | 10,917 | 10,811 | 100,118 CHF | 100,118 CHF | 100.00% | 100.00% |
15/01/2025 | 0.99% | 9.08 CHF | 9.17 CHF | 11,026 | 10,918 | 11,089 | 10,979 | 100,120 CHF | 100,119 CHF | 100.00% | 100.00% |
13/01/2025 | 0.99% | 9.06 CHF | 9.15 CHF | 11,051 | 10,942 | 11,095 | 10,986 | 100,119 CHF | 100,119 CHF | 100.00% | 100.00% |
10/01/2025 | 0.97% | 9.15 CHF | 9.24 CHF | 10,942 | 10,835 | 10,871 | 10,765 | 100,118 CHF | 100,118 CHF | 99.96% | 99.96% |
09/01/2025 | 0.98% | 9.21 CHF | 9.30 CHF | 10,871 | 10,765 | 10,918 | 10,812 | 100,118 CHF | 100,118 CHF | 100.00% | 100.00% |
08/01/2025 | 0.98% | 9.11 CHF | 9.20 CHF | 10,990 | 10,882 | 10,965 | 10,858 | 100,118 CHF | 100,117 CHF | 100.00% | 100.00% |
07/01/2025 | 0.98% | 9.12 CHF | 9.21 CHF | 10,978 | 10,871 | 11,004 | 10,896 | 100,119 CHF | 100,118 CHF | 100.00% | 100.00% |
06/01/2025 | 1.00% | 9.04 CHF | 9.13 CHF | 11,075 | 10,966 | 11,136 | 11,025 | 100,120 CHF | 100,119 CHF | 99.99% | 99.99% |
30/12/2024 | 1.00% | 8.90 CHF | 8.99 CHF | 11,250 | 11,137 | 11,210 | 11,098 | 100,121 CHF | 100,119 CHF | 100.00% | 100.00% |