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 | 1.38% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 149,998 | 150,000 | 109,566 CHF | 111,067 CHF | 100.00% | 100.00% |
10/01/2025 | 1.04% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 149,998 | 149,997 | 143,695 CHF | 145,193 CHF | 100.00% | 100.00% |
09/01/2025 | 1.06% | 0.89 CHF | 0.90 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 140,931 CHF | 142,431 CHF | 100.00% | 100.00% |
08/01/2025 | 1.15% | 0.86 CHF | 0.87 CHF | 150,000 | 150,000 | 149,992 | 149,993 | 130,117 CHF | 131,617 CHF | 100.00% | 100.00% |
07/01/2025 | 1.12% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 150,000 | 149,996 | 133,807 CHF | 135,304 CHF | 99.70% | 99.70% |
06/01/2025 | 1.31% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 150,000 | 149,991 | 115,400 CHF | 116,893 CHF | 100.00% | 100.00% |
30/12/2024 | 1.98% | 0.35 CHF | 0.36 CHF | 150,000 | 150,000 | 149,946 | 149,946 | 77,213 CHF | 78,713 CHF | 99.52% | 99.52% |
27/12/2024 | 1.58% | 0.58 CHF | 0.59 CHF | 150,000 | 150,000 | 149,999 | 150,000 | 94,608 CHF | 96,109 CHF | 100.00% | 100.00% |
23/12/2024 | 1.48% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 149,916 | 150,000 | 100,443 CHF | 102,000 CHF | 100.00% | 100.00% |
20/12/2024 | 2.33% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 150,000 | 149,998 | 65,552 CHF | 67,051 CHF | 100.00% | 100.00% |