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 | 1.11% | 0.83 CHF | 0.84 CHF | 90,000 | 90,000 | 89,164 | 89,164 | 80,936 CHF | 81,829 CHF | 100.00% | 100.00% |
16/01/2025 | 0.74% | 1.39 CHF | 1.40 CHF | 90,000 | 90,000 | 89,164 | 89,163 | 121,817 CHF | 122,708 CHF | 100.00% | 100.00% |
15/01/2025 | 0.61% | 1.37 CHF | 1.38 CHF | 90,000 | 90,000 | 89,163 | 89,160 | 148,539 CHF | 149,427 CHF | 100.00% | 100.00% |
13/01/2025 | 0.43% | 2.25 CHF | 2.26 CHF | 90,000 | 90,000 | 89,167 | 89,162 | 208,546 CHF | 209,427 CHF | 100.00% | 100.00% |
10/01/2025 | 0.53% | 2.15 CHF | 2.16 CHF | 90,000 | 90,000 | 89,164 | 89,157 | 170,151 CHF | 171,031 CHF | 100.00% | 100.00% |
09/01/2025 | 0.51% | 1.95 CHF | 1.96 CHF | 90,000 | 90,000 | 89,826 | 89,826 | 174,992 CHF | 175,890 CHF | 100.00% | 100.00% |
08/01/2025 | 0.53% | 1.95 CHF | 1.96 CHF | 90,000 | 90,000 | 89,165 | 89,165 | 169,096 CHF | 169,988 CHF | 99.98% | 99.98% |
07/01/2025 | 0.50% | 1.95 CHF | 1.96 CHF | 90,000 | 90,000 | 89,159 | 89,159 | 180,073 CHF | 180,965 CHF | 100.00% | 100.00% |
06/01/2025 | 0.42% | 2.21 CHF | 2.22 CHF | 90,000 | 90,000 | 89,168 | 89,160 | 214,765 CHF | 215,638 CHF | 100.00% | 100.00% |
30/12/2024 | 0.36% | 2.90 CHF | 2.91 CHF | 90,000 | 90,000 | 89,165 | 89,165 | 247,837 CHF | 248,730 CHF | 100.00% | 100.00% |