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 | 3.64% | 0.27 CHF | 0.28 CHF | 220,000 | 220,000 | 217,774 | 217,774 | 59,999 CHF | 62,179 CHF | 100.00% | 100.00% |
10/01/2025 | 4.02% | 0.25 CHF | 0.26 CHF | 220,000 | 220,000 | 217,787 | 217,787 | 54,280 CHF | 56,460 CHF | 100.00% | 100.00% |
09/01/2025 | 3.93% | 0.25 CHF | 0.26 CHF | 220,000 | 220,000 | 217,789 | 217,789 | 55,392 CHF | 57,572 CHF | 100.00% | 100.00% |
08/01/2025 | 3.71% | 0.26 CHF | 0.27 CHF | 220,000 | 220,000 | 210,609 | 210,609 | 56,965 CHF | 59,074 CHF | 100.00% | 100.00% |
07/01/2025 | 3.72% | 0.28 CHF | 0.30 CHF | 210,000 | 210,000 | 216,000 | 216,000 | 58,158 CHF | 60,320 CHF | 99.65% | 99.65% |
06/01/2025 | 3.87% | 0.27 CHF | 0.28 CHF | 220,000 | 220,000 | 215,272 | 215,272 | 55,907 CHF | 58,062 CHF | 98.91% | 98.91% |
30/12/2024 | 4.41% | 0.24 CHF | 0.25 CHF | 220,000 | 220,000 | 216,033 | 216,033 | 49,636 CHF | 51,803 CHF | 59.18% | 59.18% |
27/12/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 220,000 | 220,000 | 217,781 | 217,781 | 50,256 CHF | 52,436 CHF | 99.76% | 99.76% |
23/12/2024 | 4.48% | 0.23 CHF | 0.24 CHF | 220,000 | 220,000 | 226,805 | 226,805 | 50,562 CHF | 52,832 CHF | 100.00% | 100.00% |
20/12/2024 | 4.17% | 0.24 CHF | 0.25 CHF | 220,000 | 220,000 | 220,210 | 220,210 | 52,737 CHF | 54,942 CHF | 100.00% | 100.00% |