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 | 2.50% | 0.37 CHF | 0.38 CHF | 300,000 | 300,000 | 299,997 | 299,997 | 118,517 CHF | 121,517 CHF | 99.77% | 99.77% |
16/01/2025 | 1.69% | 0.51 CHF | 0.52 CHF | 300,000 | 300,000 | 299,822 | 299,822 | 176,362 CHF | 179,362 CHF | 100.00% | 100.00% |
15/01/2025 | 1.12% | 0.77 CHF | 0.78 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 266,953 CHF | 269,953 CHF | 99.85% | 99.85% |
13/01/2025 | 1.03% | 0.89 CHF | 0.90 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 290,209 CHF | 293,209 CHF | 100.00% | 100.00% |
10/01/2025 | 1.58% | 0.78 CHF | 0.79 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 189,692 CHF | 192,692 CHF | 99.63% | 99.63% |
09/01/2025 | 1.97% | 0.50 CHF | 0.51 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 151,781 CHF | 154,781 CHF | 100.00% | 100.00% |
08/01/2025 | 1.56% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 192,891 CHF | 195,891 CHF | 99.36% | 99.36% |
07/01/2025 | 1.21% | 0.72 CHF | 0.73 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 247,861 CHF | 250,861 CHF | 100.00% | 100.00% |
06/01/2025 | 0.93% | 1.01 CHF | 1.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 323,381 CHF | 326,381 CHF | 99.83% | 99.83% |
30/12/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 300,000 | 300,000 | 299,916 | 299,916 | 359,956 CHF | 362,956 CHF | 99.80% | 99.80% |