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 | 0.40% | 4.21 CHF | 4.24 CHF | 50,000 | 50,000 | 181,563 | 181,563 | 746,354 CHF | 748,512 CHF | 99.49% | 99.49% |
16/01/2025 | 0.29% | 3.66 CHF | 3.67 CHF | 250,000 | 250,000 | 241,571 | 241,571 | 888,435 CHF | 890,893 CHF | 99.47% | 99.47% |
15/01/2025 | 0.30% | 3.70 CHF | 3.71 CHF | 250,000 | 250,000 | 249,960 | 249,960 | 847,946 CHF | 850,446 CHF | 94.39% | 94.39% |
13/01/2025 | 0.37% | 2.83 CHF | 2.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 680,986 CHF | 683,486 CHF | 99.78% | 99.78% |
10/01/2025 | 0.34% | 2.95 CHF | 2.96 CHF | 250,000 | 250,000 | 240,621 | 240,621 | 773,389 CHF | 775,842 CHF | 93.39% | 93.39% |
09/01/2025 | 0.32% | 3.16 CHF | 3.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 792,390 CHF | 794,890 CHF | 99.88% | 99.88% |
08/01/2025 | 0.31% | 3.18 CHF | 3.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 807,071 CHF | 809,571 CHF | 99.19% | 99.19% |
07/01/2025 | 0.32% | 3.20 CHF | 3.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 783,958 CHF | 786,458 CHF | 99.92% | 99.92% |
06/01/2025 | 0.37% | 2.94 CHF | 2.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 682,594 CHF | 685,094 CHF | 99.90% | 99.90% |
30/12/2024 | 0.39% | 2.45 CHF | 2.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 632,690 CHF | 635,190 CHF | 59.38% | 59.38% |