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 | 1.67% | 0.52 CHF | 0.53 CHF | 500,000 | 500,000 | 499,865 | 499,864 | 300,624 CHF | 305,624 CHF | 100.00% | 100.00% |
16/01/2025 | 0.95% | 1.07 CHF | 1.08 CHF | 500,000 | 500,000 | 499,704 | 499,704 | 524,668 CHF | 529,668 CHF | 99.91% | 99.91% |
15/01/2025 | 0.80% | 1.04 CHF | 1.05 CHF | 500,000 | 500,000 | 491,577 | 491,566 | 655,428 CHF | 660,387 CHF | 99.94% | 99.94% |
13/01/2025 | 0.50% | 1.90 CHF | 1.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,001,210 CHF | 1,006,210 CHF | 100.00% | 100.00% |
10/01/2025 | 0.63% | 1.82 CHF | 1.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 789,039 CHF | 794,039 CHF | 99.80% | 99.80% |
09/01/2025 | 0.62% | 1.62 CHF | 1.63 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 805,469 CHF | 810,469 CHF | 100.00% | 100.00% |
08/01/2025 | 0.64% | 1.61 CHF | 1.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 782,709 CHF | 787,709 CHF | 99.71% | 99.71% |
07/01/2025 | 0.60% | 1.61 CHF | 1.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 839,464 CHF | 844,464 CHF | 100.00% | 100.00% |
06/01/2025 | 0.49% | 1.87 CHF | 1.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,032,290 CHF | 1,037,290 CHF | 99.61% | 99.61% |
30/12/2024 | 0.42% | 2.52 CHF | 2.53 CHF | 500,000 | 500,000 | 499,846 | 499,846 | 1,204,070 CHF | 1,209,070 CHF | 99.75% | 99.75% |