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 | 3.67% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 149,866 | 149,866 | 40,515 CHF | 42,015 CHF | 99.89% | 99.89% |
16/01/2025 | 3.58% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 41,190 CHF | 42,690 CHF | 100.00% | 100.00% |
15/01/2025 | 4.55% | 0.26 CHF | 0.27 CHF | 150,000 | 150,000 | 149,988 | 149,988 | 32,667 CHF | 34,167 CHF | 100.00% | 100.00% |
13/01/2025 | 5.65% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 25,802 CHF | 27,302 CHF | 100.00% | 100.00% |
10/01/2025 | 3.92% | 0.20 CHF | 0.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 37,926 CHF | 39,426 CHF | 100.00% | 100.00% |
09/01/2025 | 3.60% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 40,927 CHF | 42,427 CHF | 77.24% | 77.24% |
08/01/2025 | 3.42% | 0.28 CHF | 0.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 43,173 CHF | 44,673 CHF | 100.00% | 100.00% |
07/01/2025 | 2.71% | 0.33 CHF | 0.34 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 54,829 CHF | 56,329 CHF | 100.00% | 100.00% |
06/01/2025 | 2.56% | 0.45 CHF | 0.46 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 58,157 CHF | 59,657 CHF | 99.91% | 99.91% |
30/12/2024 | 2.91% | 0.27 CHF | 0.28 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 52,072 CHF | 53,572 CHF | 98.23% | 98.23% |