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 | 0.21% | 4.89 CHF | 4.90 CHF | 75,000 | 75,000 | 74,999 | 75,000 | 354,945 CHF | 355,698 CHF | 98.49% | 98.49% |
10/01/2025 | 0.22% | 4.51 CHF | 4.52 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 337,562 CHF | 338,312 CHF | 96.36% | 96.36% |
09/01/2025 | 0.22% | 4.56 CHF | 4.57 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 338,614 CHF | 339,364 CHF | 99.04% | 99.04% |
08/01/2025 | 0.22% | 4.58 CHF | 4.59 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 343,497 CHF | 344,247 CHF | 98.30% | 98.30% |
07/01/2025 | 0.22% | 4.61 CHF | 4.62 CHF | 75,000 | 75,000 | 75,000 | 74,999 | 339,501 CHF | 340,248 CHF | 98.71% | 98.71% |
06/01/2025 | 0.22% | 4.57 CHF | 4.58 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 348,004 CHF | 348,754 CHF | 98.86% | 98.86% |
30/12/2024 | 0.20% | 5.12 CHF | 5.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 368,964 CHF | 369,714 CHF | 96.76% | 96.76% |
27/12/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 358,195 CHF | 358,945 CHF | 98.01% | 98.01% |
23/12/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 354,280 CHF | 355,030 CHF | 98.70% | 98.70% |
20/12/2024 | 0.20% | 4.79 CHF | 4.80 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 373,873 CHF | 374,623 CHF | 97.06% | 97.06% |