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 | 0.57% | 12.45 CHF | 12.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 306,065 CHF | 307,815 CHF | 99.46% | 99.46% |
16/01/2025 | 0.61% | 11.55 CHF | 11.62 CHF | 25,000 | 25,000 | 24,987 | 24,987 | 286,192 CHF | 287,940 CHF | 100.00% | 100.00% |
15/01/2025 | 0.59% | 11.72 CHF | 11.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 267,890 CHF | 269,466 CHF | 99.93% | 99.93% |
13/01/2025 | 0.64% | 8.89 CHF | 8.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 233,715 CHF | 235,214 CHF | 99.55% | 99.55% |
10/01/2025 | 0.61% | 10.79 CHF | 10.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 277,756 CHF | 279,448 CHF | 100.00% | 100.00% |
09/01/2025 | 0.61% | 11.38 CHF | 11.45 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 277,468 CHF | 279,158 CHF | 100.00% | 100.00% |
08/01/2025 | 0.60% | 11.52 CHF | 11.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 292,946 CHF | 294,696 CHF | 100.00% | 100.00% |
07/01/2025 | 0.49% | 12.78 CHF | 12.85 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 355,158 CHF | 356,908 CHF | 99.94% | 99.94% |
06/01/2025 | 0.48% | 15.22 CHF | 15.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 361,802 CHF | 363,552 CHF | 100.00% | 100.00% |
30/12/2024 | 0.58% | 11.51 CHF | 11.58 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 301,044 CHF | 302,794 CHF | 99.90% | 99.90% |