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 | 0.20% | 4.65 CHF | 4.66 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 368,041 CHF | 368,791 CHF | 100.00% | 100.00% |
10/01/2025 | 0.19% | 5.30 CHF | 5.31 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 402,363 CHF | 403,113 CHF | 99.91% | 99.91% |
09/01/2025 | 0.19% | 5.23 CHF | 5.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 399,118 CHF | 399,868 CHF | 100.00% | 100.00% |
08/01/2025 | 0.19% | 5.17 CHF | 5.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 388,277 CHF | 389,027 CHF | 100.00% | 100.00% |
07/01/2025 | 0.19% | 5.09 CHF | 5.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 390,377 CHF | 391,127 CHF | 99.70% | 99.70% |
06/01/2025 | 0.20% | 5.10 CHF | 5.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 370,825 CHF | 371,575 CHF | 100.00% | 100.00% |
30/12/2024 | 0.23% | 4.03 CHF | 4.04 CHF | 75,000 | 75,000 | 74,973 | 74,973 | 329,162 CHF | 329,912 CHF | 99.52% | 99.52% |
27/12/2024 | 0.22% | 4.54 CHF | 4.55 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 348,417 CHF | 349,167 CHF | 100.00% | 100.00% |
23/12/2024 | 0.21% | 4.62 CHF | 4.63 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 353,045 CHF | 353,795 CHF | 100.00% | 100.00% |
20/12/2024 | 0.24% | 4.59 CHF | 4.60 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 312,884 CHF | 313,634 CHF | 100.00% | 100.00% |