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 | 0.71% | 1.39 CHF | 1.40 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 70,636 CHF | 71,136 CHF | 99.85% | 99.85% |
16/01/2025 | 0.67% | 1.46 CHF | 1.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 74,247 CHF | 74,747 CHF | 99.66% | 99.66% |
15/01/2025 | 0.62% | 1.52 CHF | 1.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 79,991 CHF | 80,491 CHF | 100.00% | 100.00% |
13/01/2025 | 0.62% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,975 CHF | 81,475 CHF | 100.00% | 100.00% |
10/01/2025 | 0.62% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 80,685 CHF | 81,185 CHF | 100.00% | 100.00% |
09/01/2025 | 0.60% | 1.66 CHF | 1.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,960 CHF | 83,460 CHF | 100.00% | 100.00% |
08/01/2025 | 0.61% | 1.64 CHF | 1.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,052 CHF | 82,552 CHF | 100.00% | 100.00% |
07/01/2025 | 0.61% | 1.62 CHF | 1.63 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 82,219 CHF | 82,719 CHF | 99.61% | 99.61% |
06/01/2025 | 0.61% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 81,365 CHF | 81,865 CHF | 100.00% | 100.00% |
30/12/2024 | 0.65% | 1.63 CHF | 1.64 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 76,349 CHF | 76,849 CHF | 98.06% | 98.06% |