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 | 2.90% | 0.35 CHF | 0.36 CHF | 570,000 | 570,000 | 230,818 | 230,818 | 80,606 CHF | 82,925 CHF | 99.93% | 99.93% |
10/01/2025 | 2.61% | 0.36 CHF | 0.37 CHF | 530,000 | 530,000 | 213,944 | 213,944 | 81,471 CHF | 83,620 CHF | 100.00% | 100.00% |
09/01/2025 | 2.45% | 0.40 CHF | 0.41 CHF | 180,000 | 180,000 | 137,924 | 137,924 | 55,421 CHF | 56,800 CHF | 100.00% | 100.00% |
08/01/2025 | 2.45% | 0.41 CHF | 0.42 CHF | 510,000 | 510,000 | 212,595 | 212,595 | 87,029 CHF | 89,159 CHF | 99.74% | 100.00% |
07/01/2025 | 2.45% | 0.42 CHF | 0.43 CHF | 510,000 | 510,000 | 212,241 | 212,241 | 87,809 CHF | 89,935 CHF | 100.00% | 100.00% |
06/01/2025 | 2.21% | 0.45 CHF | 0.46 CHF | 480,000 | 480,000 | 198,166 | 198,166 | 90,346 CHF | 92,332 CHF | 99.65% | 99.75% |
30/12/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 500,000 | 500,000 | 202,742 | 202,742 | 84,274 CHF | 86,311 CHF | 99.88% | 99.88% |
27/12/2024 | 4.03% | 0.43 CHF | 0.44 CHF | 500,000 | 500,000 | 170,791 | 170,791 | 73,187 CHF | 75,612 CHF | 99.58% | 99.58% |
23/12/2024 | 2.51% | 0.43 CHF | 0.44 CHF | 520,000 | 520,000 | 216,812 | 216,812 | 88,940 CHF | 91,118 CHF | 100.00% | 100.00% |
20/12/2024 | 2.76% | 0.40 CHF | 0.41 CHF | 560,000 | 560,000 | 232,518 | 232,518 | 87,167 CHF | 89,503 CHF | 99.70% | 99.70% |