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 | 2.62% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 197,971 | 197,971 | 76,379 CHF | 78,361 CHF | 100.00% | 100.00% |
10/01/2025 | 2.51% | 0.39 CHF | 0.40 CHF | 200,000 | 200,000 | 198,916 | 198,916 | 80,088 CHF | 82,079 CHF | 100.00% | 100.00% |
09/01/2025 | 2.73% | 0.36 CHF | 0.37 CHF | 190,000 | 190,000 | 188,596 | 188,596 | 69,587 CHF | 71,475 CHF | 100.00% | 100.00% |
08/01/2025 | 2.33% | 0.41 CHF | 0.42 CHF | 180,000 | 180,000 | 178,166 | 178,166 | 77,402 CHF | 79,185 CHF | 100.00% | 100.00% |
07/01/2025 | 2.01% | 0.48 CHF | 0.49 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 84,806 CHF | 86,491 CHF | 100.00% | 100.00% |
06/01/2025 | 2.00% | 0.53 CHF | 0.54 CHF | 180,000 | 180,000 | 184,320 | 184,320 | 93,339 CHF | 95,184 CHF | 99.33% | 99.33% |
30/12/2024 | 2.12% | 0.49 CHF | 0.50 CHF | 180,000 | 180,000 | 176,770 | 176,770 | 85,555 CHF | 87,327 CHF | 59.18% | 59.18% |
27/12/2024 | 2.24% | 0.48 CHF | 0.49 CHF | 190,000 | 190,000 | 188,084 | 188,084 | 84,795 CHF | 86,678 CHF | 99.76% | 99.76% |
23/12/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 190,000 | 190,000 | 187,039 | 187,039 | 78,549 CHF | 80,421 CHF | 100.00% | 100.00% |
20/12/2024 | 2.36% | 0.46 CHF | 0.47 CHF | 190,000 | 190,000 | 188,088 | 188,088 | 80,381 CHF | 82,264 CHF | 100.00% | 100.00% |