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 | 0.98% | 0.94 CHF | 0.95 CHF | 180,000 | 180,000 | 180,000 | 180,000 | 182,506 CHF | 184,306 CHF | 100.00% | 100.00% |
10/01/2025 | 0.89% | 1.11 CHF | 1.12 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 213,376 CHF | 215,276 CHF | 99.40% | 99.40% |
09/01/2025 | 0.90% | 1.08 CHF | 1.09 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 211,328 CHF | 213,228 CHF | 100.00% | 100.00% |
08/01/2025 | 0.92% | 1.08 CHF | 1.09 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 206,315 CHF | 208,215 CHF | 100.00% | 100.00% |
07/01/2025 | 0.90% | 1.07 CHF | 1.08 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 210,643 CHF | 212,543 CHF | 99.82% | 99.82% |
06/01/2025 | 0.95% | 1.09 CHF | 1.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 209,250 CHF | 211,250 CHF | 100.00% | 100.00% |
30/12/2024 | 1.08% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 199,928 | 199,928 | 184,590 CHF | 186,590 CHF | 99.52% | 99.52% |
27/12/2024 | 1.01% | 0.96 CHF | 0.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 197,963 CHF | 199,963 CHF | 99.38% | 99.38% |
23/12/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 208,506 CHF | 210,506 CHF | 100.00% | 100.00% |
20/12/2024 | 1.09% | 1.01 CHF | 1.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 183,045 CHF | 185,045 CHF | 100.00% | 100.00% |