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 | 0.50% | 2.14 CHF | 2.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 299,732 CHF | 301,232 CHF | 100.00% | 100.00% |
10/01/2025 | 0.56% | 1.81 CHF | 1.82 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 265,427 CHF | 266,927 CHF | 100.00% | 100.00% |
09/01/2025 | 0.56% | 1.83 CHF | 1.84 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 266,879 CHF | 268,379 CHF | 100.00% | 100.00% |
08/01/2025 | 0.54% | 1.85 CHF | 1.86 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 277,561 CHF | 279,061 CHF | 100.00% | 100.00% |
07/01/2025 | 0.55% | 1.88 CHF | 1.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 272,128 CHF | 273,628 CHF | 99.70% | 99.70% |
06/01/2025 | 0.52% | 1.86 CHF | 1.87 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 290,443 CHF | 291,943 CHF | 99.95% | 99.95% |
30/12/2024 | 0.45% | 2.42 CHF | 2.43 CHF | 150,000 | 150,000 | 149,945 | 149,945 | 333,905 CHF | 335,405 CHF | 99.56% | 99.56% |
27/12/2024 | 0.48% | 2.15 CHF | 2.16 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 314,160 CHF | 315,660 CHF | 100.00% | 100.00% |
23/12/2024 | 0.49% | 2.11 CHF | 2.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 308,081 CHF | 309,581 CHF | 100.00% | 100.00% |
20/12/2024 | 0.43% | 2.11 CHF | 2.12 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 348,600 CHF | 350,100 CHF | 100.00% | 100.00% |