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 | 0.29% | 3.61 CHF | 3.62 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 519,791 CHF | 521,291 CHF | 100.00% | 100.00% |
10/01/2025 | 0.31% | 3.27 CHF | 3.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 484,213 CHF | 485,713 CHF | 100.00% | 100.00% |
09/01/2025 | 0.31% | 3.29 CHF | 3.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 485,683 CHF | 487,183 CHF | 100.00% | 100.00% |
08/01/2025 | 0.30% | 3.31 CHF | 3.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 496,318 CHF | 497,818 CHF | 100.00% | 100.00% |
07/01/2025 | 0.31% | 3.34 CHF | 3.35 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 489,587 CHF | 491,087 CHF | 99.70% | 99.70% |
06/01/2025 | 0.30% | 3.31 CHF | 3.32 CHF | 150,000 | 150,000 | 149,988 | 149,989 | 507,462 CHF | 508,968 CHF | 99.95% | 99.95% |
30/12/2024 | 0.27% | 3.87 CHF | 3.88 CHF | 150,000 | 150,000 | 149,949 | 149,949 | 550,727 CHF | 552,227 CHF | 99.56% | 99.56% |
27/12/2024 | 0.28% | 3.59 CHF | 3.60 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 530,303 CHF | 531,803 CHF | 100.00% | 100.00% |
23/12/2024 | 0.29% | 3.55 CHF | 3.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 523,303 CHF | 524,803 CHF | 100.00% | 100.00% |
20/12/2024 | 0.27% | 3.55 CHF | 3.56 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 563,348 CHF | 564,848 CHF | 100.00% | 100.00% |