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 | 0.59% | 11.99 CHF | 12.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 294,579 CHF | 296,329 CHF | 99.41% | 99.41% |
16/01/2025 | 0.63% | 11.09 CHF | 11.16 CHF | 25,000 | 25,000 | 24,985 | 24,985 | 274,699 CHF | 276,448 CHF | 100.00% | 100.00% |
15/01/2025 | 0.61% | 11.26 CHF | 11.33 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 256,414 CHF | 257,990 CHF | 99.88% | 99.88% |
13/01/2025 | 0.67% | 8.42 CHF | 8.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 222,161 CHF | 223,661 CHF | 99.56% | 99.56% |
10/01/2025 | 0.63% | 10.33 CHF | 10.39 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 266,248 CHF | 267,941 CHF | 99.94% | 99.94% |
09/01/2025 | 0.63% | 10.92 CHF | 10.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 266,011 CHF | 267,701 CHF | 100.00% | 100.00% |
08/01/2025 | 0.62% | 11.06 CHF | 11.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 281,492 CHF | 283,242 CHF | 100.00% | 100.00% |
07/01/2025 | 0.51% | 12.33 CHF | 12.40 CHF | 25,000 | 25,000 | 24,998 | 25,000 | 343,755 CHF | 345,536 CHF | 99.79% | 99.79% |
06/01/2025 | 0.50% | 14.77 CHF | 14.84 CHF | 25,000 | 25,000 | 25,000 | 24,991 | 350,461 CHF | 352,084 CHF | 100.00% | 100.00% |
30/12/2024 | 0.60% | 11.06 CHF | 11.13 CHF | 25,000 | 25,000 | 24,995 | 24,995 | 289,737 CHF | 291,487 CHF | 99.90% | 99.90% |