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 | 0.90% | 1.04 CHF | 1.05 CHF | 500,000 | 500,000 | 499,870 | 499,874 | 554,471 CHF | 559,475 CHF | 100.00% | 100.00% |
16/01/2025 | 0.64% | 1.58 CHF | 1.59 CHF | 500,000 | 500,000 | 499,757 | 499,757 | 776,467 CHF | 781,467 CHF | 99.91% | 99.91% |
15/01/2025 | 0.58% | 1.54 CHF | 1.55 CHF | 500,000 | 500,000 | 491,595 | 491,595 | 902,617 CHF | 907,589 CHF | 99.94% | 99.94% |
13/01/2025 | 0.40% | 2.41 CHF | 2.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,253,240 CHF | 1,258,240 CHF | 100.00% | 100.00% |
10/01/2025 | 0.48% | 2.33 CHF | 2.34 CHF | 500,000 | 500,000 | 500,000 | 499,998 | 1,041,730 CHF | 1,046,730 CHF | 99.77% | 99.77% |
09/01/2025 | 0.47% | 2.13 CHF | 2.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,057,260 CHF | 1,062,260 CHF | 100.00% | 100.00% |
08/01/2025 | 0.48% | 2.11 CHF | 2.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,033,160 CHF | 1,038,160 CHF | 99.72% | 99.72% |
07/01/2025 | 0.46% | 2.10 CHF | 2.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,085,900 CHF | 1,090,900 CHF | 100.00% | 100.00% |
06/01/2025 | 0.39% | 2.36 CHF | 2.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,277,790 CHF | 1,282,790 CHF | 99.60% | 99.60% |
30/12/2024 | 0.34% | 3.02 CHF | 3.03 CHF | 500,000 | 500,000 | 499,846 | 499,846 | 1,450,380 CHF | 1,455,380 CHF | 99.75% | 99.75% |