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 | 0.46% | 2.04 CHF | 2.05 CHF | 150,000 | 150,000 | 150,000 | 149,999 | 326,112 CHF | 327,610 CHF | 100.00% | 100.00% |
10/01/2025 | 0.42% | 2.37 CHF | 2.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 359,963 CHF | 361,463 CHF | 100.00% | 100.00% |
09/01/2025 | 0.42% | 2.33 CHF | 2.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 356,682 CHF | 358,182 CHF | 100.00% | 100.00% |
08/01/2025 | 0.43% | 2.30 CHF | 2.31 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 345,849 CHF | 347,349 CHF | 100.00% | 100.00% |
07/01/2025 | 0.43% | 2.26 CHF | 2.27 CHF | 150,000 | 150,000 | 150,000 | 149,998 | 348,213 CHF | 349,709 CHF | 99.70% | 99.70% |
06/01/2025 | 0.46% | 2.27 CHF | 2.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 328,742 CHF | 330,242 CHF | 100.00% | 100.00% |
30/12/2024 | 0.52% | 1.74 CHF | 1.75 CHF | 150,000 | 150,000 | 149,934 | 149,948 | 287,708 CHF | 289,237 CHF | 99.56% | 99.56% |
27/12/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 306,375 CHF | 307,875 CHF | 100.00% | 100.00% |
23/12/2024 | 0.48% | 2.03 CHF | 2.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 311,869 CHF | 313,369 CHF | 100.00% | 100.00% |
20/12/2024 | 0.55% | 2.01 CHF | 2.02 CHF | 150,000 | 150,000 | 149,999 | 150,000 | 270,443 CHF | 271,946 CHF | 100.00% | 100.00% |