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 | 0.23% | 4.44 CHF | 4.45 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 644,283 CHF | 645,783 CHF | 100.00% | 100.00% |
10/01/2025 | 0.25% | 4.11 CHF | 4.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 609,042 CHF | 610,542 CHF | 100.00% | 100.00% |
09/01/2025 | 0.25% | 4.12 CHF | 4.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 610,144 CHF | 611,644 CHF | 100.00% | 100.00% |
08/01/2025 | 0.24% | 4.14 CHF | 4.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 620,741 CHF | 622,241 CHF | 100.00% | 100.00% |
07/01/2025 | 0.24% | 4.16 CHF | 4.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 613,270 CHF | 614,770 CHF | 99.70% | 99.70% |
06/01/2025 | 0.24% | 4.13 CHF | 4.14 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 630,950 CHF | 632,450 CHF | 99.94% | 99.94% |
30/12/2024 | 0.22% | 4.70 CHF | 4.71 CHF | 150,000 | 150,000 | 149,948 | 149,948 | 674,016 CHF | 675,516 CHF | 99.56% | 99.56% |
27/12/2024 | 0.23% | 4.41 CHF | 4.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 653,229 CHF | 654,729 CHF | 100.00% | 100.00% |
23/12/2024 | 0.23% | 4.37 CHF | 4.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 645,752 CHF | 647,252 CHF | 100.00% | 100.00% |
20/12/2024 | 0.22% | 4.36 CHF | 4.37 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 684,799 CHF | 686,299 CHF | 100.00% | 100.00% |