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 | 0.50% | 1.88 CHF | 1.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 151,363 CHF | 152,113 CHF | 98.26% | 98.26% |
10/01/2025 | 0.45% | 2.25 CHF | 2.26 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 167,407 CHF | 168,157 CHF | 94.33% | 94.33% |
09/01/2025 | 0.45% | 2.16 CHF | 2.17 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 165,392 CHF | 166,142 CHF | 99.05% | 99.05% |
08/01/2025 | 0.47% | 2.14 CHF | 2.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 160,393 CHF | 161,143 CHF | 98.14% | 98.14% |
07/01/2025 | 0.46% | 2.09 CHF | 2.10 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 161,525 CHF | 162,275 CHF | 98.82% | 98.82% |
06/01/2025 | 0.49% | 2.10 CHF | 2.11 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 152,221 CHF | 152,971 CHF | 98.76% | 98.76% |
30/12/2024 | 0.57% | 1.58 CHF | 1.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 131,597 CHF | 132,347 CHF | 96.51% | 96.51% |
27/12/2024 | 0.53% | 1.82 CHF | 1.83 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 140,944 CHF | 141,694 CHF | 98.35% | 98.35% |
23/12/2024 | 0.52% | 1.86 CHF | 1.87 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 143,226 CHF | 143,976 CHF | 98.71% | 98.71% |
20/12/2024 | 0.61% | 1.84 CHF | 1.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 122,681 CHF | 123,431 CHF | 95.74% | 95.74% |