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 | 4.36% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 798,615 | 266,205 | 179,125 CHF | 62,371 CHF | 99.31% | 99.31% |
10/01/2025 | 4.02% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 182,837 CHF | 63,446 CHF | 99.21% | 99.21% |
09/01/2025 | 4.56% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 891,476 | 297,159 | 191,594 CHF | 66,836 CHF | 99.44% | 99.44% |
08/01/2025 | 4.87% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 181,023 CHF | 63,341 CHF | 99.55% | 99.55% |
07/01/2025 | 4.50% | 0.23 CHF | 0.24 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 195,875 CHF | 68,292 CHF | 99.37% | 99.37% |
06/01/2025 | 5.47% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 927,962 | 327,962 | 166,796 CHF | 61,740 CHF | 99.27% | 99.27% |
30/12/2024 | 5.11% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 171,727 CHF | 60,242 CHF | 86.49% | 86.49% |
27/12/2024 | 5.07% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 173,291 CHF | 60,764 CHF | 99.42% | 99.42% |
23/12/2024 | 5.51% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 158,844 CHF | 55,948 CHF | 99.07% | 99.07% |
20/12/2024 | 5.56% | 0.20 CHF | 0.21 CHF | 900,000 | 300,000 | 928,410 | 328,410 | 162,432 CHF | 60,554 CHF | 99.50% | 99.50% |