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 | 45.92% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 8,406 CHF | 13,406 CHF | 99.16% | 99.16% |
16/01/2025 | 52.68% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,026 CHF | 12,026 CHF | 99.17% | 99.17% |
15/01/2025 | 50.87% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,379 CHF | 12,379 CHF | 99.17% | 99.17% |
13/01/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 99.03% | 99.03% |
10/01/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 99.34% | 99.34% |
09/01/2025 | 63.79% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,540 CHF | 10,540 CHF | 98.62% | 98.62% |
08/01/2025 | 40.23% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 499,674 | 9,957 CHF | 14,950 CHF | 99.17% | 99.17% |
07/01/2025 | 39.52% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,210 CHF | 15,210 CHF | 99.17% | 99.17% |
06/01/2025 | 36.29% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 499,759 | 500,000 | 11,616 CHF | 16,624 CHF | 99.36% | 99.36% |
30/12/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,000 CHF | 15,000 CHF | 92.84% | 92.84% |