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 | 5.73% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 34,006 CHF | 36,006 CHF | 100.00% | 100.00% |
10/01/2025 | 6.41% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 30,217 CHF | 32,217 CHF | 100.00% | 100.00% |
09/01/2025 | 6.32% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 30,674 CHF | 32,674 CHF | 100.00% | 100.00% |
08/01/2025 | 5.88% | 0.16 CHF | 0.17 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 33,036 CHF | 35,036 CHF | 100.00% | 100.00% |
07/01/2025 | 5.90% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 32,918 CHF | 34,918 CHF | 99.82% | 99.82% |
06/01/2025 | 5.53% | 0.17 CHF | 0.18 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 35,256 CHF | 37,256 CHF | 100.00% | 100.00% |
30/12/2024 | 4.56% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 42,963 CHF | 44,963 CHF | 99.51% | 99.51% |
27/12/2024 | 4.82% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 40,553 CHF | 42,553 CHF | 100.00% | 100.00% |
23/12/2024 | 4.48% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 43,618 CHF | 45,618 CHF | 100.00% | 100.00% |
20/12/2024 | 3.56% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 55,366 CHF | 57,366 CHF | 100.00% | 100.00% |