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 | 4.17% | 0.51 CHF | 0.52 CHF | 470,000 | 470,000 | 140,890 | 140,890 | 72,352 CHF | 74,365 CHF | 99.59% | 99.59% |
10/01/2025 | 1.79% | 0.58 CHF | 0.59 CHF | 450,000 | 450,000 | 163,385 | 163,385 | 93,560 CHF | 95,201 CHF | 99.86% | 99.86% |
09/01/2025 | 1.71% | 0.58 CHF | 0.59 CHF | 140,000 | 140,000 | 102,345 | 102,345 | 59,407 CHF | 60,431 CHF | 100.00% | 100.00% |
08/01/2025 | 1.59% | 0.58 CHF | 0.59 CHF | 450,000 | 450,000 | 169,926 | 169,926 | 104,636 CHF | 106,338 CHF | 94.86% | 99.90% |
07/01/2025 | 1.57% | 0.70 CHF | 0.71 CHF | 430,000 | 430,000 | 164,148 | 164,148 | 108,948 CHF | 110,602 CHF | 98.69% | 98.69% |
06/01/2025 | 2.07% | 0.58 CHF | 0.59 CHF | 510,000 | 510,000 | 200,650 | 200,650 | 105,901 CHF | 107,918 CHF | 99.11% | 99.11% |
30/12/2024 | 2.61% | 0.37 CHF | 0.38 CHF | 600,000 | 600,000 | 218,203 | 218,203 | 82,210 CHF | 84,402 CHF | 99.80% | 99.80% |
27/12/2024 | 4.42% | 0.40 CHF | 0.41 CHF | 570,000 | 570,000 | 209,940 | 209,940 | 85,696 CHF | 88,993 CHF | 99.76% | 99.76% |
23/12/2024 | 3.78% | 0.42 CHF | 0.44 CHF | 570,000 | 570,000 | 198,830 | 198,830 | 84,868 CHF | 88,538 CHF | 100.00% | 100.00% |
20/12/2024 | 2.80% | 0.39 CHF | 0.40 CHF | 610,000 | 610,000 | 231,172 | 231,172 | 85,365 CHF | 87,687 CHF | 99.90% | 99.90% |