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 | 4.09% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 499,894 | 499,881 | 126,983 CHF | 131,980 CHF | 97.71% | 100.00% |
16/01/2025 | 1.56% | 0.66 CHF | 0.67 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 318,592 CHF | 323,592 CHF | 99.91% | 99.91% |
15/01/2025 | 1.23% | 0.62 CHF | 0.63 CHF | 500,000 | 500,000 | 491,609 | 491,609 | 435,215 CHF | 440,187 CHF | 99.94% | 99.94% |
13/01/2025 | 0.66% | 1.41 CHF | 1.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 753,662 CHF | 758,662 CHF | 100.00% | 100.00% |
10/01/2025 | 0.90% | 1.33 CHF | 1.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 553,164 CHF | 558,164 CHF | 99.78% | 99.78% |
09/01/2025 | 0.88% | 1.14 CHF | 1.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 564,592 CHF | 569,592 CHF | 100.00% | 100.00% |
08/01/2025 | 0.93% | 1.12 CHF | 1.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 540,616 CHF | 545,616 CHF | 99.72% | 99.72% |
07/01/2025 | 0.86% | 1.11 CHF | 1.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 583,643 CHF | 588,643 CHF | 100.00% | 100.00% |
06/01/2025 | 0.66% | 1.33 CHF | 1.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 760,676 CHF | 765,676 CHF | 99.59% | 99.59% |
30/12/2024 | 0.55% | 1.93 CHF | 1.94 CHF | 500,000 | 500,000 | 499,839 | 499,839 | 911,261 CHF | 916,261 CHF | 99.75% | 99.75% |