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 | 0.46% | 15.20 CHF | 15.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 383,590 CHF | 385,340 CHF | 99.46% | 99.46% |
16/01/2025 | 0.43% | 16.04 CHF | 16.11 CHF | 25,000 | 25,000 | 24,989 | 24,989 | 403,389 CHF | 405,138 CHF | 100.00% | 100.00% |
15/01/2025 | 0.37% | 15.91 CHF | 15.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 422,329 CHF | 423,905 CHF | 99.93% | 99.93% |
13/01/2025 | 0.32% | 18.99 CHF | 19.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 461,474 CHF | 462,974 CHF | 99.56% | 99.56% |
10/01/2025 | 0.41% | 17.06 CHF | 17.12 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 416,047 CHF | 417,739 CHF | 100.00% | 100.00% |
09/01/2025 | 0.41% | 16.32 CHF | 16.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 414,649 CHF | 416,338 CHF | 100.00% | 100.00% |
08/01/2025 | 0.44% | 16.17 CHF | 16.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 399,207 CHF | 400,957 CHF | 100.00% | 100.00% |
07/01/2025 | 0.52% | 14.82 CHF | 14.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 333,255 CHF | 335,005 CHF | 99.80% | 99.80% |
06/01/2025 | 0.54% | 12.28 CHF | 12.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 325,652 CHF | 327,402 CHF | 99.96% | 99.96% |
30/12/2024 | 0.45% | 16.15 CHF | 16.22 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 387,859 CHF | 389,609 CHF | 99.90% | 99.90% |