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 | 0.21% | 4.91 CHF | 4.92 CHF | 150,000 | 150,000 | 149,992 | 149,987 | 713,726 CHF | 715,205 CHF | 100.00% | 100.00% |
10/01/2025 | 0.22% | 4.57 CHF | 4.58 CHF | 150,000 | 150,000 | 149,999 | 149,999 | 677,614 CHF | 679,112 CHF | 100.00% | 100.00% |
09/01/2025 | 0.22% | 4.58 CHF | 4.59 CHF | 150,000 | 150,000 | 149,998 | 149,996 | 678,520 CHF | 680,012 CHF | 100.00% | 100.00% |
08/01/2025 | 0.22% | 4.60 CHF | 4.61 CHF | 150,000 | 150,000 | 149,999 | 149,996 | 689,104 CHF | 690,589 CHF | 100.00% | 100.00% |
07/01/2025 | 0.22% | 4.62 CHF | 4.63 CHF | 150,000 | 150,000 | 149,999 | 149,994 | 681,214 CHF | 682,689 CHF | 99.70% | 99.70% |
06/01/2025 | 0.21% | 4.58 CHF | 4.59 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 698,756 CHF | 700,258 CHF | 100.00% | 100.00% |
30/12/2024 | 0.20% | 5.15 CHF | 5.16 CHF | 150,000 | 150,000 | 149,937 | 149,944 | 741,708 CHF | 743,244 CHF | 99.52% | 99.52% |
27/12/2024 | 0.21% | 4.86 CHF | 4.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 720,776 CHF | 722,276 CHF | 100.00% | 100.00% |
23/12/2024 | 0.21% | 4.82 CHF | 4.83 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 712,982 CHF | 714,482 CHF | 100.00% | 100.00% |
20/12/2024 | 0.20% | 4.81 CHF | 4.82 CHF | 150,000 | 150,000 | 150,000 | 149,998 | 752,566 CHF | 754,055 CHF | 100.00% | 100.00% |