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 | 5.69% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 217,767 | 217,767 | 37,952 CHF | 40,132 CHF | 100.00% | 100.00% |
10/01/2025 | 6.53% | 0.15 CHF | 0.16 CHF | 220,000 | 220,000 | 217,787 | 217,787 | 32,952 CHF | 35,132 CHF | 100.00% | 100.00% |
09/01/2025 | 6.27% | 0.15 CHF | 0.16 CHF | 220,000 | 220,000 | 217,788 | 217,788 | 34,346 CHF | 36,526 CHF | 100.00% | 100.00% |
08/01/2025 | 5.76% | 0.16 CHF | 0.17 CHF | 220,000 | 220,000 | 213,976 | 213,976 | 36,889 CHF | 39,031 CHF | 100.00% | 100.00% |
07/01/2025 | 5.85% | 0.18 CHF | 0.19 CHF | 210,000 | 210,000 | 215,992 | 215,992 | 36,628 CHF | 38,790 CHF | 99.65% | 99.65% |
06/01/2025 | 6.25% | 0.17 CHF | 0.18 CHF | 220,000 | 220,000 | 215,267 | 215,267 | 34,551 CHF | 36,706 CHF | 98.90% | 98.90% |
30/12/2024 | 7.62% | 0.13 CHF | 0.14 CHF | 220,000 | 220,000 | 216,033 | 216,033 | 28,231 CHF | 30,397 CHF | 59.18% | 59.18% |
27/12/2024 | 7.34% | 0.14 CHF | 0.15 CHF | 220,000 | 220,000 | 217,781 | 217,781 | 29,172 CHF | 31,352 CHF | 99.76% | 99.76% |
23/12/2024 | 7.58% | 0.13 CHF | 0.14 CHF | 220,000 | 220,000 | 226,805 | 226,805 | 29,370 CHF | 31,640 CHF | 100.00% | 100.00% |
20/12/2024 | 6.85% | 0.15 CHF | 0.16 CHF | 220,000 | 220,000 | 220,219 | 220,219 | 31,665 CHF | 33,870 CHF | 100.00% | 100.00% |