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 | 1.47% | 0.72 CHF | 0.73 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 135,819 CHF | 137,819 CHF | 100.00% | 100.00% |
10/01/2025 | 1.63% | 0.62 CHF | 0.63 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 121,439 CHF | 123,439 CHF | 100.00% | 100.00% |
09/01/2025 | 1.62% | 0.63 CHF | 0.64 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 122,432 CHF | 124,432 CHF | 99.75% | 99.75% |
08/01/2025 | 1.54% | 0.64 CHF | 0.65 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 128,975 CHF | 130,975 CHF | 100.00% | 100.00% |
07/01/2025 | 1.56% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 127,046 CHF | 129,046 CHF | 99.82% | 99.82% |
06/01/2025 | 1.48% | 0.65 CHF | 0.66 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 134,558 CHF | 136,558 CHF | 99.94% | 99.94% |
30/12/2024 | 1.28% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 155,394 CHF | 157,394 CHF | 99.51% | 99.51% |
27/12/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 148,143 CHF | 150,143 CHF | 100.00% | 100.00% |
23/12/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 152,979 CHF | 154,979 CHF | 100.00% | 100.00% |
20/12/2024 | 1.12% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,868 CHF | 179,868 CHF | 100.00% | 100.00% |