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 | 2.95% | 0.35 CHF | 0.36 CHF | 110,000 | 110,000 | 108,893 | 108,893 | 37,133 CHF | 38,223 CHF | 100.00% | 100.00% |
10/01/2025 | 2.68% | 0.39 CHF | 0.40 CHF | 110,000 | 110,000 | 108,893 | 108,893 | 41,052 CHF | 42,142 CHF | 100.00% | 100.00% |
09/01/2025 | 2.78% | 0.37 CHF | 0.38 CHF | 110,000 | 110,000 | 108,894 | 108,894 | 39,480 CHF | 40,570 CHF | 100.00% | 100.00% |
08/01/2025 | 2.96% | 0.36 CHF | 0.37 CHF | 110,000 | 110,000 | 108,895 | 108,895 | 37,168 CHF | 38,258 CHF | 100.00% | 100.00% |
07/01/2025 | 3.01% | 0.31 CHF | 0.32 CHF | 110,000 | 110,000 | 108,889 | 108,889 | 36,319 CHF | 37,409 CHF | 99.65% | 99.65% |
06/01/2025 | 2.89% | 0.34 CHF | 0.35 CHF | 110,000 | 110,000 | 108,881 | 108,881 | 38,302 CHF | 39,392 CHF | 98.90% | 98.90% |
30/12/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 110,000 | 110,000 | 108,013 | 108,013 | 44,309 CHF | 45,393 CHF | 59.18% | 59.18% |
27/12/2024 | 2.49% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 108,891 | 108,891 | 44,170 CHF | 45,260 CHF | 99.76% | 99.76% |
23/12/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 110,000 | 110,000 | 117,910 | 117,910 | 50,620 CHF | 51,801 CHF | 100.00% | 100.00% |
20/12/2024 | 2.43% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 111,326 | 111,326 | 46,224 CHF | 47,339 CHF | 100.00% | 100.00% |