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 | 0.25% | 3.74 CHF | 3.75 CHF | 75,000 | 75,000 | 75,000 | 74,999 | 299,779 CHF | 300,526 CHF | 100.00% | 100.00% |
10/01/2025 | 0.22% | 4.39 CHF | 4.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 333,732 CHF | 334,482 CHF | 99.91% | 99.91% |
09/01/2025 | 0.23% | 4.31 CHF | 4.32 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 329,820 CHF | 330,570 CHF | 100.00% | 100.00% |
08/01/2025 | 0.23% | 4.26 CHF | 4.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 319,682 CHF | 320,432 CHF | 100.00% | 100.00% |
07/01/2025 | 0.23% | 4.18 CHF | 4.18 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 322,205 CHF | 322,955 CHF | 99.70% | 99.70% |
06/01/2025 | 0.25% | 4.20 CHF | 4.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 302,773 CHF | 303,523 CHF | 99.99% | 99.99% |
30/12/2024 | 0.29% | 3.13 CHF | 3.14 CHF | 75,000 | 75,000 | 74,972 | 74,972 | 261,199 CHF | 261,949 CHF | 99.52% | 99.52% |
27/12/2024 | 0.27% | 3.64 CHF | 3.65 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 280,635 CHF | 281,385 CHF | 100.00% | 100.00% |
23/12/2024 | 0.26% | 3.72 CHF | 3.73 CHF | 75,000 | 75,000 | 74,990 | 74,992 | 285,459 CHF | 286,214 CHF | 100.00% | 100.00% |
20/12/2024 | 0.31% | 3.69 CHF | 3.70 CHF | 75,000 | 75,000 | 75,000 | 74,983 | 245,262 CHF | 245,958 CHF | 100.00% | 100.00% |