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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 47.95% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 497,469 | 125,000 | 7,974 CHF | 3,253 CHF | 99.39% | 99.39% |
10/01/2025 | 49.97% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 496,217 | 125,000 | 7,451 CHF | 3,127 CHF | 99.39% | 99.39% |
09/01/2025 | 40.31% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 496,526 | 125,000 | 9,853 CHF | 3,731 CHF | 99.39% | 99.39% |
08/01/2025 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 497,216 | 125,000 | 9,944 CHF | 3,750 CHF | 99.37% | 99.37% |
07/01/2025 | 34.69% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 496,999 | 125,000 | 11,915 CHF | 4,248 CHF | 99.39% | 99.39% |
06/01/2025 | 36.25% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 11,406 CHF | 4,101 CHF | 99.39% | 99.39% |
30/12/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 813,619 | 204,338 | 16,272 CHF | 6,130 CHF | 97.11% | 97.11% |
27/12/2024 | 39.31% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,459 | 250,000 | 20,405 CHF | 7,629 CHF | 99.36% | 99.36% |
23/12/2024 | 39.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,147 CHF | 7,537 CHF | 99.24% | 99.24% |
20/12/2024 | 34.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,410 CHF | 8,603 CHF | 99.15% | 99.15% |