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 | 0.18% | 5.99 CHF | 6.00 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 427,303 CHF | 428,053 CHF | 100.00% | 100.00% |
10/01/2025 | 0.19% | 5.32 CHF | 5.33 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 392,645 CHF | 393,395 CHF | 99.91% | 99.91% |
09/01/2025 | 0.19% | 5.36 CHF | 5.37 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 394,405 CHF | 395,155 CHF | 100.00% | 100.00% |
08/01/2025 | 0.19% | 5.41 CHF | 5.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 405,059 CHF | 405,809 CHF | 100.00% | 100.00% |
07/01/2025 | 0.19% | 5.46 CHF | 5.47 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 398,887 CHF | 399,637 CHF | 99.70% | 99.70% |
06/01/2025 | 0.18% | 5.40 CHF | 5.41 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 416,953 CHF | 417,703 CHF | 99.95% | 99.95% |
30/12/2024 | 0.16% | 6.54 CHF | 6.55 CHF | 75,000 | 75,000 | 74,973 | 74,973 | 460,290 CHF | 461,040 CHF | 99.57% | 99.57% |
27/12/2024 | 0.17% | 5.98 CHF | 5.99 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 440,141 CHF | 440,891 CHF | 100.00% | 100.00% |
23/12/2024 | 0.17% | 5.91 CHF | 5.92 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 433,538 CHF | 434,288 CHF | 100.00% | 100.00% |
20/12/2024 | 0.16% | 5.90 CHF | 5.91 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 473,786 CHF | 474,536 CHF | 100.00% | 100.00% |