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 | 3.39% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 870,723 | 290,241 | 252,627 CHF | 87,111 CHF | 99.58% | 99.58% |
10/01/2025 | 3.20% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 763,918 | 254,639 | 234,882 CHF | 80,841 CHF | 99.24% | 99.24% |
09/01/2025 | 3.52% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 251,814 CHF | 86,938 CHF | 99.44% | 99.44% |
08/01/2025 | 3.72% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 237,866 CHF | 82,289 CHF | 99.54% | 99.54% |
07/01/2025 | 3.52% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 251,391 CHF | 86,797 CHF | 99.42% | 99.42% |
06/01/2025 | 4.07% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 916,589 | 316,589 | 221,602 CHF | 79,382 CHF | 99.37% | 99.37% |
30/12/2024 | 3.90% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 226,454 CHF | 78,485 CHF | 86.52% | 86.52% |
27/12/2024 | 3.87% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 228,072 CHF | 79,024 CHF | 99.45% | 99.45% |
23/12/2024 | 4.14% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 213,099 CHF | 74,033 CHF | 99.18% | 99.18% |
20/12/2024 | 4.18% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 904,816 | 304,816 | 212,230 CHF | 74,498 CHF | 99.45% | 99.45% |