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 | 2.31% | 0.36 CHF | 0.37 CHF | 500,000 | 500,000 | 499,851 | 499,868 | 218,557 CHF | 223,562 CHF | 100.00% | 100.00% |
16/01/2025 | 1.13% | 0.91 CHF | 0.92 CHF | 500,000 | 500,000 | 499,754 | 499,751 | 441,716 CHF | 446,713 CHF | 99.91% | 99.91% |
15/01/2025 | 0.92% | 0.87 CHF | 0.88 CHF | 500,000 | 500,000 | 491,587 | 491,570 | 573,395 CHF | 578,352 CHF | 99.94% | 99.94% |
13/01/2025 | 0.54% | 1.74 CHF | 1.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 921,084 CHF | 926,084 CHF | 100.00% | 100.00% |
10/01/2025 | 0.71% | 1.66 CHF | 1.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 707,306 CHF | 712,306 CHF | 99.78% | 99.78% |
09/01/2025 | 0.69% | 1.46 CHF | 1.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 723,066 CHF | 728,066 CHF | 100.00% | 100.00% |
08/01/2025 | 0.72% | 1.45 CHF | 1.46 CHF | 500,000 | 500,000 | 500,000 | 499,993 | 699,247 CHF | 704,236 CHF | 99.71% | 99.71% |
07/01/2025 | 0.67% | 1.43 CHF | 1.44 CHF | 500,000 | 500,000 | 500,000 | 499,992 | 750,431 CHF | 755,419 CHF | 100.00% | 100.00% |
06/01/2025 | 0.53% | 1.69 CHF | 1.70 CHF | 500,000 | 500,000 | 500,000 | 499,993 | 943,751 CHF | 948,738 CHF | 99.70% | 99.70% |
30/12/2024 | 0.45% | 2.35 CHF | 2.36 CHF | 500,000 | 500,000 | 499,846 | 499,846 | 1,115,490 CHF | 1,120,490 CHF | 99.75% | 99.75% |