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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 0.62% | 1.31 CHF | 1.32 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 405,768 CHF | 408,268 CHF | 99.90% | 99.90% |
16/01/2025 | 0.59% | 1.73 CHF | 1.74 CHF | 250,000 | 250,000 | 249,874 | 249,874 | 426,809 CHF | 429,309 CHF | 100.00% | 100.00% |
15/01/2025 | 0.43% | 1.91 CHF | 1.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 598,536 CHF | 601,036 CHF | 99.86% | 99.86% |
13/01/2025 | 0.30% | 3.24 CHF | 3.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 822,394 CHF | 824,894 CHF | 100.00% | 100.00% |
10/01/2025 | 0.42% | 2.96 CHF | 2.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 598,708 CHF | 601,208 CHF | 99.63% | 99.63% |
09/01/2025 | 0.45% | 2.23 CHF | 2.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 548,438 CHF | 550,938 CHF | 77.93% | 77.93% |
08/01/2025 | 0.47% | 2.22 CHF | 2.23 CHF | 250,000 | 250,000 | 249,999 | 250,000 | 537,082 CHF | 539,584 CHF | 99.88% | 99.88% |
07/01/2025 | 0.65% | 1.82 CHF | 1.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 384,544 CHF | 387,044 CHF | 99.86% | 99.86% |
06/01/2025 | 0.68% | 1.21 CHF | 1.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 370,818 CHF | 373,318 CHF | 100.00% | 100.00% |
30/12/2024 | 0.53% | 2.26 CHF | 2.27 CHF | 250,000 | 250,000 | 249,584 | 249,602 | 485,247 CHF | 487,777 CHF | 100.00% | 100.00% |