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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 0.43% | 2.64 CHF | 2.65 CHF | 250,000 | 250,000 | 249,946 | 249,946 | 577,815 CHF | 580,315 CHF | 99.90% | 99.90% |
16/01/2025 | 0.45% | 2.21 CHF | 2.22 CHF | 250,000 | 250,000 | 249,861 | 249,861 | 559,081 CHF | 561,581 CHF | 100.00% | 100.00% |
15/01/2025 | 0.67% | 2.03 CHF | 2.04 CHF | 250,000 | 250,000 | 249,998 | 250,000 | 388,313 CHF | 390,815 CHF | 99.87% | 99.87% |
13/01/2025 | 1.38% | 0.78 CHF | 0.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 181,288 CHF | 183,788 CHF | 100.00% | 100.00% |
10/01/2025 | 0.63% | 1.08 CHF | 1.09 CHF | 250,000 | 250,000 | 250,000 | 249,999 | 408,642 CHF | 411,140 CHF | 99.36% | 99.36% |
09/01/2025 | 0.54% | 1.79 CHF | 1.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 458,256 CHF | 460,756 CHF | 77.93% | 77.93% |
08/01/2025 | 0.53% | 1.82 CHF | 1.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 472,286 CHF | 474,786 CHF | 99.88% | 99.88% |
07/01/2025 | 0.40% | 2.21 CHF | 2.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 618,441 CHF | 620,941 CHF | 99.86% | 99.86% |
06/01/2025 | 0.40% | 2.80 CHF | 2.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 632,993 CHF | 635,493 CHF | 99.83% | 99.83% |
30/12/2024 | 0.47% | 1.85 CHF | 1.86 CHF | 250,000 | 250,000 | 249,600 | 249,600 | 537,183 CHF | 539,683 CHF | 100.00% | 100.00% |