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 | 0.33% | 3.15 CHF | 3.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 450,344 CHF | 451,844 CHF | 100.00% | 100.00% |
10/01/2025 | 0.36% | 2.81 CHF | 2.82 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 415,627 CHF | 417,127 CHF | 100.00% | 100.00% |
09/01/2025 | 0.36% | 2.83 CHF | 2.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 417,309 CHF | 418,809 CHF | 100.00% | 100.00% |
08/01/2025 | 0.35% | 2.86 CHF | 2.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 427,957 CHF | 429,457 CHF | 100.00% | 100.00% |
07/01/2025 | 0.36% | 2.88 CHF | 2.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 421,660 CHF | 423,160 CHF | 99.70% | 99.70% |
06/01/2025 | 0.34% | 2.85 CHF | 2.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 439,646 CHF | 441,146 CHF | 99.99% | 99.99% |
30/12/2024 | 0.31% | 3.42 CHF | 3.43 CHF | 150,000 | 150,000 | 149,945 | 149,945 | 482,265 CHF | 483,765 CHF | 99.57% | 99.57% |
27/12/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 462,084 CHF | 463,584 CHF | 100.00% | 100.00% |
23/12/2024 | 0.33% | 3.10 CHF | 3.11 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 455,380 CHF | 456,880 CHF | 100.00% | 100.00% |
20/12/2024 | 0.30% | 3.09 CHF | 3.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 495,539 CHF | 497,039 CHF | 100.00% | 100.00% |