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 | 4.18% | 0.22 CHF | 0.23 CHF | 27,410 | 27,410 | 27,288 | 27,288 | 6,478 CHF | 6,751 CHF | 98.94% | 98.94% |
16/01/2025 | 3.40% | 0.31 CHF | 0.32 CHF | 28,100 | 28,100 | 27,742 | 27,742 | 8,117 CHF | 8,394 CHF | 99.57% | 99.57% |
15/01/2025 | 3.49% | 0.34 CHF | 0.35 CHF | 28,370 | 28,370 | 27,667 | 27,667 | 7,923 CHF | 8,200 CHF | 99.49% | 99.49% |
13/01/2025 | 2.65% | 0.38 CHF | 0.39 CHF | 28,740 | 28,740 | 28,485 | 28,485 | 10,740 CHF | 11,025 CHF | 99.53% | 99.53% |
10/01/2025 | 2.71% | 0.38 CHF | 0.39 CHF | 28,740 | 28,740 | 28,409 | 28,409 | 10,479 CHF | 10,763 CHF | 99.59% | 99.59% |
09/01/2025 | 2.51% | 0.38 CHF | 0.39 CHF | 28,790 | 28,790 | 28,859 | 28,859 | 11,424 CHF | 11,713 CHF | 99.48% | 99.48% |
08/01/2025 | 2.20% | 0.45 CHF | 0.46 CHF | 29,460 | 29,460 | 29,184 | 29,184 | 13,244 CHF | 13,536 CHF | 99.49% | 99.49% |
07/01/2025 | 2.05% | 0.47 CHF | 0.48 CHF | 29,590 | 29,590 | 29,501 | 29,501 | 14,436 CHF | 14,732 CHF | 99.55% | 99.55% |
06/01/2025 | 1.90% | 0.50 CHF | 0.51 CHF | 29,900 | 29,900 | 29,920 | 29,920 | 15,838 CHF | 16,137 CHF | 99.45% | 99.45% |
30/12/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 30,620 | 30,620 | 30,773 | 30,773 | 17,741 CHF | 18,049 CHF | 58.90% | 58.90% |