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 | 1.88% | 0.46 CHF | 0.47 CHF | 500,000 | 500,000 | 499,875 | 499,875 | 267,014 CHF | 272,014 CHF | 100.00% | 100.00% |
16/01/2025 | 1.02% | 1.00 CHF | 1.01 CHF | 500,000 | 500,000 | 499,746 | 499,746 | 489,219 CHF | 494,219 CHF | 99.90% | 99.90% |
15/01/2025 | 0.85% | 0.97 CHF | 0.98 CHF | 500,000 | 500,000 | 491,676 | 491,676 | 619,395 CHF | 624,367 CHF | 99.92% | 99.92% |
13/01/2025 | 0.52% | 1.83 CHF | 1.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 966,940 CHF | 971,940 CHF | 100.00% | 100.00% |
10/01/2025 | 0.66% | 1.75 CHF | 1.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 753,765 CHF | 758,765 CHF | 99.77% | 99.77% |
09/01/2025 | 0.65% | 1.55 CHF | 1.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 769,413 CHF | 774,413 CHF | 100.00% | 100.00% |
08/01/2025 | 0.67% | 1.54 CHF | 1.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 745,167 CHF | 750,167 CHF | 99.71% | 99.71% |
07/01/2025 | 0.63% | 1.52 CHF | 1.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 796,616 CHF | 801,616 CHF | 100.00% | 100.00% |
06/01/2025 | 0.51% | 1.78 CHF | 1.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 989,611 CHF | 994,611 CHF | 99.68% | 99.68% |
30/12/2024 | 0.43% | 2.44 CHF | 2.45 CHF | 500,000 | 500,000 | 499,846 | 499,846 | 1,161,590 CHF | 1,166,590 CHF | 99.74% | 99.74% |