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 | 4.11% | 0.24 CHF | 0.25 CHF | 370,000 | 370,000 | 366,277 | 366,277 | 89,107 CHF | 92,774 CHF | 100.00% | 100.00% |
10/01/2025 | 4.14% | 0.24 CHF | 0.25 CHF | 380,000 | 380,000 | 372,250 | 372,250 | 89,922 CHF | 93,649 CHF | 100.00% | 100.00% |
09/01/2025 | 4.47% | 0.23 CHF | 0.24 CHF | 380,000 | 380,000 | 379,818 | 379,818 | 84,752 CHF | 88,554 CHF | 100.00% | 100.00% |
08/01/2025 | 4.46% | 0.22 CHF | 0.23 CHF | 390,000 | 390,000 | 382,020 | 382,020 | 85,634 CHF | 89,458 CHF | 100.00% | 100.00% |
07/01/2025 | 4.31% | 0.23 CHF | 0.24 CHF | 380,000 | 380,000 | 376,700 | 376,700 | 87,186 CHF | 90,957 CHF | 100.00% | 100.00% |
06/01/2025 | 4.45% | 0.23 CHF | 0.24 CHF | 420,000 | 420,000 | 422,561 | 422,561 | 94,732 CHF | 98,962 CHF | 99.91% | 99.91% |
30/12/2024 | 4.48% | 0.23 CHF | 0.24 CHF | 390,000 | 390,000 | 390,705 | 390,705 | 88,454 CHF | 92,372 CHF | 59.18% | 59.18% |
27/12/2024 | 4.62% | 0.22 CHF | 0.23 CHF | 420,000 | 420,000 | 417,298 | 417,298 | 91,556 CHF | 95,771 CHF | 99.75% | 99.75% |
23/12/2024 | 5.00% | 0.20 CHF | 0.21 CHF | 400,000 | 400,000 | 395,954 | 395,954 | 78,774 CHF | 82,738 CHF | 99.45% | 99.45% |
20/12/2024 | 4.57% | 0.23 CHF | 0.24 CHF | 410,000 | 410,000 | 417,394 | 417,394 | 91,522 CHF | 95,700 CHF | 100.00% | 100.00% |