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 | 0.64% | 11.08 CHF | 11.15 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 271,990 CHF | 273,740 CHF | 99.84% | 99.84% |
16/01/2025 | 0.69% | 10.19 CHF | 10.26 CHF | 25,000 | 25,000 | 24,986 | 24,986 | 252,146 CHF | 253,893 CHF | 100.00% | 100.00% |
15/01/2025 | 0.67% | 10.36 CHF | 10.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 233,862 CHF | 235,439 CHF | 99.91% | 99.91% |
13/01/2025 | 0.75% | 7.51 CHF | 7.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 199,434 CHF | 200,934 CHF | 99.55% | 99.55% |
10/01/2025 | 0.69% | 9.42 CHF | 9.48 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 243,626 CHF | 245,318 CHF | 100.00% | 100.00% |
09/01/2025 | 0.69% | 10.01 CHF | 10.08 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 243,480 CHF | 245,170 CHF | 100.00% | 100.00% |
08/01/2025 | 0.67% | 10.16 CHF | 10.23 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 258,976 CHF | 260,726 CHF | 100.00% | 100.00% |
07/01/2025 | 0.54% | 11.43 CHF | 11.50 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 321,459 CHF | 323,209 CHF | 99.93% | 99.93% |
06/01/2025 | 0.53% | 13.88 CHF | 13.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 328,192 CHF | 329,942 CHF | 100.00% | 100.00% |
30/12/2024 | 0.65% | 10.17 CHF | 10.24 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 267,543 CHF | 269,293 CHF | 99.90% | 99.90% |