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 | 0.79% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 150,000 | 149,999 | 191,047 CHF | 192,546 CHF | 100.00% | 100.00% |
10/01/2025 | 0.66% | 1.47 CHF | 1.48 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 225,282 CHF | 226,782 CHF | 100.00% | 100.00% |
09/01/2025 | 0.67% | 1.43 CHF | 1.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 221,717 CHF | 223,217 CHF | 100.00% | 100.00% |
08/01/2025 | 0.71% | 1.41 CHF | 1.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 211,618 CHF | 213,118 CHF | 100.00% | 100.00% |
07/01/2025 | 0.70% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 214,780 CHF | 216,280 CHF | 99.82% | 99.82% |
06/01/2025 | 0.77% | 1.38 CHF | 1.39 CHF | 150,000 | 150,000 | 149,994 | 149,999 | 195,482 CHF | 196,989 CHF | 100.00% | 100.00% |
30/12/2024 | 0.97% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 149,949 | 149,948 | 154,687 CHF | 156,187 CHF | 99.56% | 99.56% |
27/12/2024 | 0.86% | 1.11 CHF | 1.12 CHF | 150,000 | 150,000 | 150,000 | 149,997 | 174,420 CHF | 175,917 CHF | 100.00% | 100.00% |
23/12/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 179,820 CHF | 181,320 CHF | 100.00% | 100.00% |
20/12/2024 | 1.08% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 149,999 | 150,000 | 139,400 CHF | 140,901 CHF | 100.00% | 100.00% |