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 | 32.50% | 0.02 CHF | 0.03 CHF | 70,000 | 70,000 | 32,640 | 32,640 | 852 CHF | 1,180 CHF | 100.00% | 100.00% |
10/01/2025 | 19.27% | 0.04 CHF | 0.05 CHF | 70,000 | 70,000 | 32,638 | 32,638 | 1,490 CHF | 1,818 CHF | 100.00% | 100.00% |
09/01/2025 | 40.43% | 0.05 CHF | 0.10 CHF | 7,500 | 7,500 | 13,951 | 13,951 | 712 CHF | 927 CHF | 99.76% | 99.76% |
08/01/2025 | 20.36% | 0.04 CHF | 0.05 CHF | 70,000 | 70,000 | 32,637 | 32,637 | 1,449 CHF | 1,777 CHF | 99.94% | 100.00% |
07/01/2025 | 17.60% | 0.05 CHF | 0.06 CHF | 70,000 | 70,000 | 32,641 | 32,641 | 1,730 CHF | 2,058 CHF | 100.00% | 100.00% |
06/01/2025 | 14.68% | 0.05 CHF | 0.06 CHF | 70,000 | 70,000 | 32,678 | 32,678 | 2,041 CHF | 2,369 CHF | 99.34% | 99.34% |
30/12/2024 | 12.64% | 0.07 CHF | 0.08 CHF | 70,000 | 70,000 | 32,676 | 32,676 | 2,455 CHF | 2,783 CHF | 99.63% | 99.63% |
27/12/2024 | 12.11% | 0.08 CHF | 0.09 CHF | 70,000 | 70,000 | 32,774 | 32,774 | 2,650 CHF | 2,979 CHF | 98.97% | 98.97% |
23/12/2024 | 11.10% | 0.09 CHF | 0.10 CHF | 70,000 | 70,000 | 32,641 | 32,641 | 2,852 CHF | 3,180 CHF | 99.58% | 99.58% |
20/12/2024 | 13.10% | 0.08 CHF | 0.09 CHF | 70,000 | 70,000 | 32,632 | 32,632 | 2,478 CHF | 2,806 CHF | 99.90% | 99.90% |