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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 0.65% | 1.68 CHF | 1.69 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 230,229 CHF | 231,729 CHF | 100.00% | 100.00% |
10/01/2025 | 0.76% | 1.35 CHF | 1.36 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 196,148 CHF | 197,648 CHF | 100.00% | 100.00% |
09/01/2025 | 0.75% | 1.37 CHF | 1.38 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 198,500 CHF | 200,000 CHF | 100.00% | 100.00% |
08/01/2025 | 0.71% | 1.40 CHF | 1.41 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 209,183 CHF | 210,683 CHF | 100.00% | 100.00% |
07/01/2025 | 0.73% | 1.43 CHF | 1.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 204,201 CHF | 205,701 CHF | 99.70% | 99.70% |
06/01/2025 | 0.67% | 1.41 CHF | 1.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 222,590 CHF | 224,090 CHF | 99.95% | 99.95% |
30/12/2024 | 0.57% | 1.96 CHF | 1.97 CHF | 150,000 | 150,000 | 149,946 | 149,946 | 265,539 CHF | 267,039 CHF | 99.52% | 99.52% |
27/12/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 245,916 CHF | 247,416 CHF | 100.00% | 100.00% |
23/12/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 240,146 CHF | 241,646 CHF | 100.00% | 100.00% |
20/12/2024 | 0.53% | 1.66 CHF | 1.67 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 280,834 CHF | 282,334 CHF | 100.00% | 100.00% |