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 | 0.47% | 14.69 CHF | 14.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 370,915 CHF | 372,665 CHF | 99.48% | 99.48% |
16/01/2025 | 0.45% | 15.53 CHF | 15.60 CHF | 25,000 | 25,000 | 24,989 | 24,989 | 390,716 CHF | 392,464 CHF | 100.00% | 100.00% |
15/01/2025 | 0.39% | 15.41 CHF | 15.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 409,655 CHF | 411,232 CHF | 99.95% | 99.95% |
13/01/2025 | 0.33% | 18.48 CHF | 18.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 448,718 CHF | 450,218 CHF | 99.56% | 99.56% |
10/01/2025 | 0.42% | 16.55 CHF | 16.61 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 403,319 CHF | 405,012 CHF | 100.00% | 100.00% |
09/01/2025 | 0.42% | 15.81 CHF | 15.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 401,955 CHF | 403,644 CHF | 100.00% | 100.00% |
08/01/2025 | 0.45% | 15.66 CHF | 15.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 386,515 CHF | 388,265 CHF | 100.00% | 100.00% |
07/01/2025 | 0.55% | 14.31 CHF | 14.38 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 320,631 CHF | 322,381 CHF | 99.80% | 99.80% |
06/01/2025 | 0.56% | 11.77 CHF | 11.84 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 313,051 CHF | 314,801 CHF | 99.89% | 99.89% |
30/12/2024 | 0.47% | 15.64 CHF | 15.71 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 375,260 CHF | 377,010 CHF | 99.90% | 99.90% |