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 | 2.18% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 645,621 | 215,207 | 292,155 CHF | 99,537 CHF | 99.38% | 99.38% |
16/01/2025 | 2.78% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 266,640 CHF | 91,380 CHF | 99.37% | 99.37% |
15/01/2025 | 2.74% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,671 CHF | 92,724 CHF | 99.37% | 99.37% |
13/01/2025 | 2.74% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 270,204 CHF | 92,568 CHF | 99.37% | 99.37% |
10/01/2025 | 1.73% | 0.54 CHF | 0.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 343,599 CHF | 116,533 CHF | 99.37% | 99.37% |
09/01/2025 | 1.57% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 378,794 CHF | 128,265 CHF | 99.37% | 99.37% |
08/01/2025 | 1.59% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 375,408 CHF | 127,136 CHF | 99.37% | 99.37% |
07/01/2025 | 1.76% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 339,560 CHF | 115,187 CHF | 99.37% | 99.37% |
06/01/2025 | 1.81% | 0.57 CHF | 0.58 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 328,259 CHF | 111,420 CHF | 99.38% | 99.38% |
30/12/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 318,406 CHF | 108,135 CHF | 94.44% | 94.44% |