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 | 2.82% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 894,306 | 298,102 | 312,644 CHF | 107,196 CHF | 99.32% | 99.32% |
10/01/2025 | 2.70% | 0.34 CHF | 0.35 CHF | 900,000 | 300,000 | 777,798 | 259,266 | 284,027 CHF | 97,268 CHF | 99.11% | 99.11% |
09/01/2025 | 2.93% | 0.36 CHF | 0.37 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 303,438 CHF | 104,146 CHF | 99.44% | 99.44% |
08/01/2025 | 3.08% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 288,205 CHF | 99,068 CHF | 99.55% | 99.55% |
07/01/2025 | 2.93% | 0.35 CHF | 0.36 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 303,316 CHF | 104,105 CHF | 99.42% | 99.42% |
06/01/2025 | 3.31% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 268,416 CHF | 92,472 CHF | 99.35% | 99.35% |
30/12/2024 | 3.21% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 275,792 CHF | 94,931 CHF | 86.50% | 86.50% |
27/12/2024 | 3.18% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 278,501 CHF | 95,834 CHF | 99.39% | 99.39% |
23/12/2024 | 3.38% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 261,594 CHF | 90,198 CHF | 99.04% | 99.04% |
20/12/2024 | 3.40% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 260,151 CHF | 89,717 CHF | 99.44% | 99.44% |