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 | 0.27% | 3.57 CHF | 3.58 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 406,896 CHF | 407,996 CHF | 100.00% | 100.00% |
10/01/2025 | 0.26% | 3.89 CHF | 3.90 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 430,377 CHF | 431,477 CHF | 100.00% | 100.00% |
09/01/2025 | 0.26% | 3.84 CHF | 3.85 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 427,122 CHF | 428,222 CHF | 100.00% | 100.00% |
08/01/2025 | 0.26% | 3.81 CHF | 3.82 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 418,876 CHF | 419,976 CHF | 100.00% | 100.00% |
07/01/2025 | 0.26% | 3.75 CHF | 3.76 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 418,786 CHF | 419,886 CHF | 99.82% | 99.82% |
06/01/2025 | 0.27% | 3.76 CHF | 3.77 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 404,727 CHF | 405,827 CHF | 99.96% | 99.96% |
30/12/2024 | 0.29% | 3.22 CHF | 3.23 CHF | 110,000 | 110,000 | 109,960 | 109,960 | 372,875 CHF | 373,975 CHF | 99.52% | 99.52% |
27/12/2024 | 0.29% | 3.45 CHF | 3.46 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 385,118 CHF | 386,218 CHF | 100.00% | 100.00% |
23/12/2024 | 0.28% | 3.48 CHF | 3.49 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 387,678 CHF | 388,778 CHF | 100.00% | 100.00% |
20/12/2024 | 0.31% | 3.44 CHF | 3.45 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 355,084 CHF | 356,184 CHF | 100.00% | 100.00% |