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 | 0.62% | 11.49 CHF | 11.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 282,051 CHF | 283,800 CHF | 99.49% | 99.49% |
16/01/2025 | 0.67% | 10.59 CHF | 10.66 CHF | 25,000 | 25,000 | 24,985 | 24,985 | 262,184 CHF | 263,932 CHF | 99.99% | 99.99% |
15/01/2025 | 0.64% | 10.76 CHF | 10.83 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 243,913 CHF | 245,490 CHF | 99.95% | 99.95% |
13/01/2025 | 0.72% | 7.92 CHF | 7.98 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 209,537 CHF | 211,037 CHF | 99.57% | 99.57% |
10/01/2025 | 0.66% | 9.82 CHF | 9.88 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 253,697 CHF | 255,389 CHF | 100.00% | 100.00% |
09/01/2025 | 0.66% | 10.42 CHF | 10.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 253,521 CHF | 255,210 CHF | 100.00% | 100.00% |
08/01/2025 | 0.65% | 10.56 CHF | 10.63 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 269,006 CHF | 270,759 CHF | 100.00% | 100.00% |
07/01/2025 | 0.53% | 11.83 CHF | 11.90 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 331,429 CHF | 333,179 CHF | 99.80% | 99.80% |
06/01/2025 | 0.52% | 14.28 CHF | 14.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 338,145 CHF | 339,895 CHF | 100.00% | 100.00% |
30/12/2024 | 0.63% | 10.56 CHF | 10.63 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 277,469 CHF | 279,219 CHF | 99.90% | 99.90% |