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 | 0.25% | 4.15 CHF | 4.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 299,708 CHF | 300,458 CHF | 98.78% | 98.78% |
10/01/2025 | 0.27% | 3.77 CHF | 3.78 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 282,420 CHF | 283,170 CHF | 97.06% | 97.06% |
09/01/2025 | 0.26% | 3.83 CHF | 3.84 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 283,658 CHF | 284,408 CHF | 99.08% | 99.08% |
08/01/2025 | 0.26% | 3.85 CHF | 3.86 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 288,531 CHF | 289,281 CHF | 99.02% | 99.02% |
07/01/2025 | 0.26% | 3.88 CHF | 3.89 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 284,905 CHF | 285,655 CHF | 98.61% | 98.61% |
06/01/2025 | 0.26% | 3.84 CHF | 3.85 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 293,490 CHF | 294,240 CHF | 98.37% | 98.37% |
30/12/2024 | 0.24% | 4.39 CHF | 4.40 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 314,563 CHF | 315,313 CHF | 96.73% | 96.73% |
27/12/2024 | 0.25% | 4.12 CHF | 4.13 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 304,035 CHF | 304,785 CHF | 98.38% | 98.38% |
23/12/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 300,299 CHF | 301,049 CHF | 98.70% | 98.70% |
20/12/2024 | 0.23% | 4.07 CHF | 4.08 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 320,041 CHF | 320,791 CHF | 97.00% | 97.00% |