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 | 2.52% | 0.40 CHF | 0.41 CHF | 180,000 | 180,000 | 178,189 | 178,189 | 71,385 CHF | 73,169 CHF | 100.00% | 100.00% |
10/01/2025 | 2.55% | 0.39 CHF | 0.40 CHF | 190,000 | 190,000 | 188,088 | 188,088 | 74,394 CHF | 76,277 CHF | 100.00% | 100.00% |
09/01/2025 | 2.81% | 0.38 CHF | 0.39 CHF | 190,000 | 190,000 | 188,099 | 188,099 | 67,550 CHF | 69,433 CHF | 100.00% | 100.00% |
08/01/2025 | 2.78% | 0.36 CHF | 0.37 CHF | 190,000 | 190,000 | 188,091 | 188,091 | 68,130 CHF | 70,013 CHF | 100.00% | 100.00% |
07/01/2025 | 2.67% | 0.37 CHF | 0.38 CHF | 190,000 | 190,000 | 188,088 | 188,088 | 71,001 CHF | 72,884 CHF | 100.00% | 100.00% |
06/01/2025 | 2.74% | 0.39 CHF | 0.40 CHF | 210,000 | 210,000 | 212,867 | 212,867 | 78,256 CHF | 80,387 CHF | 99.89% | 99.89% |
30/12/2024 | 2.76% | 0.38 CHF | 0.39 CHF | 200,000 | 200,000 | 196,397 | 196,397 | 72,754 CHF | 74,723 CHF | 59.18% | 59.18% |
27/12/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 210,000 | 210,000 | 210,351 | 210,351 | 74,275 CHF | 76,400 CHF | 99.75% | 99.75% |
23/12/2024 | 3.22% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 197,977 | 197,977 | 61,853 CHF | 63,835 CHF | 99.45% | 99.45% |
20/12/2024 | 2.95% | 0.38 CHF | 0.39 CHF | 210,000 | 210,000 | 213,176 | 213,176 | 73,209 CHF | 75,343 CHF | 100.00% | 100.00% |