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 | 0.39% | 2.27 CHF | 2.28 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 128,668 CHF | 129,168 CHF | 98.60% | 98.60% |
16/01/2025 | 0.37% | 2.70 CHF | 2.71 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 133,434 CHF | 133,934 CHF | 98.64% | 98.64% |
15/01/2025 | 0.30% | 2.87 CHF | 2.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 168,730 CHF | 169,230 CHF | 98.63% | 98.63% |
13/01/2025 | 0.23% | 4.24 CHF | 4.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 214,533 CHF | 215,033 CHF | 95.21% | 95.21% |
10/01/2025 | 0.30% | 3.96 CHF | 3.97 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 167,685 CHF | 168,185 CHF | 98.63% | 98.63% |
09/01/2025 | 0.32% | 3.23 CHF | 3.24 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 158,313 CHF | 158,813 CHF | 76.22% | 76.22% |
08/01/2025 | 0.32% | 3.19 CHF | 3.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 155,479 CHF | 155,979 CHF | 98.63% | 98.63% |
07/01/2025 | 0.40% | 2.78 CHF | 2.79 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,020 CHF | 125,520 CHF | 98.46% | 98.46% |
06/01/2025 | 0.41% | 2.15 CHF | 2.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,139 CHF | 122,639 CHF | 98.52% | 98.52% |
30/12/2024 | 0.35% | 3.22 CHF | 3.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,056 CHF | 143,556 CHF | 86.02% | 86.02% |