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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04/02/2025 | 1.43% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,722 CHF | 35,222 CHF | 98.21% | 98.21% |
03/02/2025 | 1.25% | 0.79 CHF | 0.80 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 39,776 CHF | 40,276 CHF | 98.10% | 98.10% |
31/01/2025 | 0.99% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,067 CHF | 50,567 CHF | 99.17% | 99.17% |
30/01/2025 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,981 CHF | 52,481 CHF | 97.65% | 97.65% |
29/01/2025 | 0.97% | 0.95 CHF | 0.96 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,243 CHF | 51,743 CHF | 100.00% | 100.00% |
28/01/2025 | 1.08% | 0.91 CHF | 0.92 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 46,066 CHF | 46,566 CHF | 100.00% | 100.00% |
27/01/2025 | 1.12% | 0.94 CHF | 0.95 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 44,493 CHF | 44,993 CHF | 100.00% | 100.00% |
24/01/2025 | 0.90% | 1.08 CHF | 1.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 55,578 CHF | 56,078 CHF | 100.00% | 100.00% |
23/01/2025 | 0.96% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,654 CHF | 52,154 CHF | 100.00% | 100.00% |
22/01/2025 | 0.94% | 1.03 CHF | 1.04 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,689 CHF | 53,189 CHF | 100.00% | 100.00% |