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 | 0.54% | 1.87 CHF | 1.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 92,178 CHF | 92,678 CHF | 99.85% | 99.85% |
16/01/2025 | 0.56% | 1.80 CHF | 1.81 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,641 CHF | 89,141 CHF | 99.66% | 99.66% |
15/01/2025 | 0.60% | 1.74 CHF | 1.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 83,014 CHF | 83,514 CHF | 100.00% | 100.00% |
13/01/2025 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,215 CHF | 82,715 CHF | 100.00% | 100.00% |
10/01/2025 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,896 CHF | 83,396 CHF | 100.00% | 100.00% |
09/01/2025 | 0.62% | 1.61 CHF | 1.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,675 CHF | 81,175 CHF | 100.00% | 100.00% |
08/01/2025 | 0.61% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,697 CHF | 82,197 CHF | 100.00% | 100.00% |
07/01/2025 | 0.61% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,614 CHF | 82,114 CHF | 99.61% | 99.61% |
06/01/2025 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,667 CHF | 83,167 CHF | 100.00% | 100.00% |
30/12/2024 | 0.56% | 1.67 CHF | 1.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 88,488 CHF | 88,988 CHF | 98.06% | 98.06% |