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 | 0.44% | 15.71 CHF | 15.78 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 396,267 CHF | 398,017 CHF | 99.45% | 99.45% |
16/01/2025 | 0.42% | 16.54 CHF | 16.61 CHF | 25,000 | 25,000 | 24,989 | 24,989 | 416,057 CHF | 417,805 CHF | 100.00% | 100.00% |
15/01/2025 | 0.36% | 16.42 CHF | 16.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 435,005 CHF | 436,581 CHF | 99.92% | 99.92% |
13/01/2025 | 0.32% | 19.50 CHF | 19.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 474,229 CHF | 475,729 CHF | 99.56% | 99.56% |
10/01/2025 | 0.39% | 17.57 CHF | 17.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 428,779 CHF | 430,471 CHF | 100.00% | 100.00% |
09/01/2025 | 0.40% | 16.83 CHF | 16.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 427,343 CHF | 429,033 CHF | 100.00% | 100.00% |
08/01/2025 | 0.42% | 16.67 CHF | 16.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 411,901 CHF | 413,651 CHF | 100.00% | 100.00% |
07/01/2025 | 0.51% | 15.32 CHF | 15.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 345,874 CHF | 347,624 CHF | 99.80% | 99.80% |
06/01/2025 | 0.52% | 12.78 CHF | 12.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 338,249 CHF | 339,999 CHF | 99.96% | 99.96% |
30/12/2024 | 0.44% | 16.65 CHF | 16.72 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 400,461 CHF | 402,211 CHF | 99.90% | 99.90% |