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 | 14.79% | 0.07 CHF | 0.08 CHF | 363,000 | 188,000 | 403,982 | 205,614 | 25,294 CHF | 14,938 CHF | 99.39% | 99.39% |
10/01/2025 | 14.20% | 0.06 CHF | 0.07 CHF | 425,000 | 213,000 | 386,400 | 198,515 | 25,275 CHF | 14,975 CHF | 99.39% | 99.39% |
09/01/2025 | 12.51% | 0.07 CHF | 0.08 CHF | 338,000 | 175,000 | 334,032 | 173,594 | 25,035 CHF | 14,747 CHF | 99.39% | 99.39% |
08/01/2025 | 11.43% | 0.08 CHF | 0.09 CHF | 313,000 | 163,000 | 307,189 | 159,988 | 25,364 CHF | 14,810 CHF | 99.37% | 99.37% |
07/01/2025 | 9.21% | 0.09 CHF | 0.10 CHF | 288,000 | 150,000 | 248,646 | 224,553 | 25,753 CHF | 25,827 CHF | 99.38% | 99.38% |
06/01/2025 | 10.03% | 0.10 CHF | 0.11 CHF | 250,000 | 250,000 | 269,953 | 202,692 | 25,561 CHF | 21,593 CHF | 99.39% | 99.39% |
30/12/2024 | 11.71% | 0.08 CHF | 0.09 CHF | 313,000 | 163,000 | 506,190 | 262,487 | 40,768 CHF | 23,761 CHF | 97.10% | 97.10% |
27/12/2024 | 11.42% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 608,972 | 312,498 | 50,324 CHF | 28,936 CHF | 99.37% | 99.37% |
23/12/2024 | 11.66% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 623,225 | 320,595 | 50,328 CHF | 29,082 CHF | 99.26% | 99.26% |
20/12/2024 | 11.29% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 605,763 | 306,530 | 50,650 CHF | 28,684 CHF | 99.18% | 99.18% |