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 | 24.46% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 3,984 CHF | 5,084 CHF | 100.00% | 100.00% |
16/01/2025 | 17.12% | 0.05 CHF | 0.06 CHF | 110,000 | 110,000 | 109,940 | 109,940 | 6,008 CHF | 7,108 CHF | 100.00% | 100.00% |
15/01/2025 | 11.48% | 0.07 CHF | 0.08 CHF | 110,000 | 110,000 | 111,853 | 111,853 | 9,322 CHF | 10,441 CHF | 100.00% | 100.00% |
13/01/2025 | 6.69% | 0.13 CHF | 0.14 CHF | 115,000 | 115,000 | 115,000 | 115,000 | 16,705 CHF | 17,855 CHF | 100.00% | 100.00% |
10/01/2025 | 8.86% | 0.13 CHF | 0.14 CHF | 115,000 | 115,000 | 114,922 | 114,922 | 12,532 CHF | 13,681 CHF | 100.00% | 100.00% |
09/01/2025 | 11.59% | 0.09 CHF | 0.10 CHF | 115,000 | 115,000 | 111,173 | 111,173 | 9,153 CHF | 10,265 CHF | 100.00% | 100.00% |
08/01/2025 | 16.02% | 0.07 CHF | 0.08 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 6,474 CHF | 7,574 CHF | 100.00% | 100.00% |
07/01/2025 | 11.53% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 112,195 | 112,195 | 9,562 CHF | 10,684 CHF | 100.00% | 100.00% |
06/01/2025 | 7.67% | 0.11 CHF | 0.12 CHF | 115,000 | 115,000 | 115,000 | 115,000 | 14,502 CHF | 15,652 CHF | 99.93% | 99.93% |
30/12/2024 | 7.00% | 0.14 CHF | 0.15 CHF | 115,000 | 115,000 | 114,959 | 114,959 | 15,878 CHF | 17,028 CHF | 100.00% | 100.00% |