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 | 28.47% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 497,471 | 125,000 | 15,068 CHF | 5,036 CHF | 99.39% | 99.39% |
10/01/2025 | 28.63% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 496,218 | 125,000 | 14,859 CHF | 4,993 CHF | 99.39% | 99.39% |
09/01/2025 | 25.11% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 496,515 | 125,000 | 17,302 CHF | 5,606 CHF | 99.39% | 99.39% |
08/01/2025 | 23.82% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 497,172 | 125,000 | 18,464 CHF | 5,891 CHF | 99.39% | 99.39% |
07/01/2025 | 19.15% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 496,219 | 201,591 | 23,565 CHF | 11,794 CHF | 99.39% | 99.39% |
06/01/2025 | 20.34% | 0.05 CHF | 0.06 CHF | 500,000 | 125,000 | 500,000 | 144,598 | 22,203 CHF | 7,961 CHF | 99.39% | 99.39% |
30/12/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 813,638 | 204,338 | 32,436 CHF | 10,189 CHF | 97.10% | 97.10% |
27/12/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,461 | 250,000 | 39,724 CHF | 12,486 CHF | 99.36% | 99.36% |
23/12/2024 | 22.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,761 CHF | 12,440 CHF | 99.25% | 99.25% |
20/12/2024 | 20.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,871 CHF | 13,218 CHF | 99.19% | 99.19% |