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 | 0.51% | 2.04 CHF | 2.05 CHF | 250,000 | 250,000 | 249,889 | 249,889 | 490,140 CHF | 492,640 CHF | 100.00% | 100.00% |
16/01/2025 | 0.51% | 2.05 CHF | 2.06 CHF | 250,000 | 250,000 | 249,858 | 249,803 | 493,022 CHF | 495,417 CHF | 100.00% | 100.00% |
15/01/2025 | 0.57% | 1.73 CHF | 1.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 440,285 CHF | 442,785 CHF | 99.36% | 99.36% |
13/01/2025 | 0.59% | 1.59 CHF | 1.60 CHF | 250,000 | 250,000 | 249,999 | 250,000 | 422,483 CHF | 424,985 CHF | 100.00% | 100.00% |
10/01/2025 | 0.57% | 1.82 CHF | 1.83 CHF | 250,000 | 250,000 | 249,997 | 250,000 | 441,463 CHF | 443,968 CHF | 100.00% | 100.00% |
09/01/2025 | 0.60% | 1.66 CHF | 1.67 CHF | 250,000 | 250,000 | 249,997 | 249,995 | 412,979 CHF | 415,476 CHF | 100.00% | 100.00% |
08/01/2025 | 0.65% | 1.61 CHF | 1.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 382,849 CHF | 385,349 CHF | 100.00% | 100.00% |
07/01/2025 | 0.68% | 1.47 CHF | 1.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 366,005 CHF | 368,505 CHF | 99.70% | 99.70% |
06/01/2025 | 0.75% | 1.35 CHF | 1.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 334,728 CHF | 337,228 CHF | 100.00% | 100.00% |
30/12/2024 | 0.85% | 1.07 CHF | 1.08 CHF | 250,000 | 250,000 | 249,908 | 249,908 | 293,579 CHF | 296,079 CHF | 99.56% | 99.56% |