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 | 52.80% | 0.01 CHF | 0.02 CHF | 70,000 | 70,000 | 32,640 | 32,640 | 465 CHF | 793 CHF | 100.00% | 100.00% |
10/01/2025 | 29.75% | 0.02 CHF | 0.03 CHF | 70,000 | 70,000 | 32,639 | 32,639 | 906 CHF | 1,233 CHF | 100.00% | 100.00% |
09/01/2025 | 60.17% | 0.03 CHF | 0.08 CHF | 7,500 | 7,500 | 13,951 | 13,951 | 434 CHF | 649 CHF | 99.76% | 99.76% |
08/01/2025 | 32.76% | 0.03 CHF | 0.04 CHF | 70,000 | 70,000 | 32,637 | 32,637 | 830 CHF | 1,158 CHF | 99.94% | 100.00% |
07/01/2025 | 27.94% | 0.03 CHF | 0.04 CHF | 70,000 | 70,000 | 32,641 | 32,641 | 1,023 CHF | 1,350 CHF | 100.00% | 100.00% |
06/01/2025 | 22.60% | 0.03 CHF | 0.04 CHF | 70,000 | 70,000 | 32,677 | 32,677 | 1,258 CHF | 1,586 CHF | 99.34% | 99.34% |
30/12/2024 | 18.71% | 0.05 CHF | 0.06 CHF | 70,000 | 70,000 | 32,676 | 32,676 | 1,600 CHF | 1,928 CHF | 99.63% | 99.63% |
27/12/2024 | 18.03% | 0.06 CHF | 0.07 CHF | 70,000 | 70,000 | 32,774 | 32,774 | 1,725 CHF | 2,054 CHF | 98.97% | 98.97% |
23/12/2024 | 16.38% | 0.06 CHF | 0.07 CHF | 70,000 | 70,000 | 32,641 | 32,641 | 1,874 CHF | 2,202 CHF | 99.58% | 99.58% |
20/12/2024 | 18.91% | 0.05 CHF | 0.06 CHF | 70,000 | 70,000 | 32,627 | 32,627 | 1,656 CHF | 1,984 CHF | 99.90% | 99.90% |