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 | 0.65% | 1.55 CHF | 1.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,378 CHF | 76,878 CHF | 99.85% | 99.85% |
16/01/2025 | 0.68% | 1.49 CHF | 1.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,828 CHF | 73,328 CHF | 99.66% | 99.66% |
15/01/2025 | 0.74% | 1.42 CHF | 1.43 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,218 CHF | 67,718 CHF | 100.00% | 100.00% |
13/01/2025 | 0.75% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 66,489 CHF | 66,989 CHF | 100.00% | 100.00% |
10/01/2025 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,199 CHF | 67,699 CHF | 100.00% | 100.00% |
09/01/2025 | 0.77% | 1.30 CHF | 1.31 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 64,948 CHF | 65,448 CHF | 100.00% | 100.00% |
08/01/2025 | 0.76% | 1.32 CHF | 1.33 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,951 CHF | 66,451 CHF | 100.00% | 100.00% |
07/01/2025 | 0.76% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 65,899 CHF | 66,399 CHF | 99.61% | 99.61% |
06/01/2025 | 0.74% | 1.34 CHF | 1.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 67,000 CHF | 67,500 CHF | 100.00% | 100.00% |
30/12/2024 | 0.69% | 1.35 CHF | 1.36 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 72,715 CHF | 73,215 CHF | 98.07% | 98.07% |