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 | 8.15% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 478,545 | 117,910 CHF | 61,108 CHF | 99.58% | 99.58% |
10/01/2025 | 8.90% | 0.12 CHF | 0.13 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 107,669 CHF | 58,835 CHF | 99.25% | 99.25% |
09/01/2025 | 8.12% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 476,913 | 118,738 CHF | 61,106 CHF | 99.44% | 99.44% |
08/01/2025 | 7.44% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 441,519 | 130,131 CHF | 61,421 CHF | 99.23% | 99.23% |
07/01/2025 | 7.94% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 493,542 | 121,154 CHF | 64,673 CHF | 99.43% | 99.43% |
06/01/2025 | 6.81% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 413,680 | 143,142 CHF | 63,080 CHF | 99.34% | 99.34% |
30/12/2024 | 7.25% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 133,138 CHF | 57,255 CHF | 86.50% | 86.50% |
27/12/2024 | 7.40% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 130,139 CHF | 56,056 CHF | 99.42% | 99.42% |
23/12/2024 | 6.53% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 148,139 CHF | 63,256 CHF | 99.06% | 99.06% |
20/12/2024 | 6.05% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 160,773 CHF | 68,309 CHF | 99.44% | 99.44% |