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 | 0.72% | 9.87 CHF | 9.94 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 241,813 CHF | 243,563 CHF | 99.47% | 99.47% |
16/01/2025 | 0.79% | 8.98 CHF | 9.05 CHF | 25,000 | 25,000 | 24,985 | 24,985 | 221,983 CHF | 223,732 CHF | 100.00% | 100.00% |
15/01/2025 | 0.77% | 9.15 CHF | 9.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 203,715 CHF | 205,291 CHF | 99.94% | 99.94% |
13/01/2025 | 0.89% | 6.30 CHF | 6.36 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 169,110 CHF | 170,610 CHF | 99.56% | 99.56% |
10/01/2025 | 0.79% | 8.20 CHF | 8.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 213,407 CHF | 215,099 CHF | 100.00% | 100.00% |
09/01/2025 | 0.79% | 8.81 CHF | 8.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 213,355 CHF | 215,045 CHF | 100.00% | 100.00% |
08/01/2025 | 0.76% | 8.96 CHF | 9.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 228,865 CHF | 230,615 CHF | 100.00% | 100.00% |
07/01/2025 | 0.60% | 10.23 CHF | 10.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 291,529 CHF | 293,279 CHF | 99.80% | 99.80% |
06/01/2025 | 0.59% | 12.68 CHF | 12.75 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 298,332 CHF | 300,082 CHF | 99.89% | 99.89% |
30/12/2024 | 0.73% | 8.97 CHF | 9.04 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 237,754 CHF | 239,504 CHF | 99.90% | 99.90% |