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 | 4.25% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 199,950 | 199,947 | 46,745 CHF | 48,745 CHF | 99.89% | 99.89% |
16/01/2025 | 2.15% | 0.47 CHF | 0.48 CHF | 200,000 | 200,000 | 199,884 | 199,884 | 92,620 CHF | 94,620 CHF | 100.00% | 100.00% |
15/01/2025 | 1.22% | 0.66 CHF | 0.67 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 165,652 CHF | 167,652 CHF | 99.83% | 99.83% |
13/01/2025 | 0.85% | 1.10 CHF | 1.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 235,458 CHF | 237,458 CHF | 100.00% | 100.00% |
10/01/2025 | 1.19% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 168,467 CHF | 170,467 CHF | 99.62% | 99.62% |
09/01/2025 | 1.12% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 177,543 CHF | 179,543 CHF | 100.00% | 100.00% |
08/01/2025 | 1.10% | 0.95 CHF | 0.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 182,220 CHF | 184,220 CHF | 99.37% | 99.37% |
07/01/2025 | 1.14% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 175,066 CHF | 177,066 CHF | 100.00% | 100.00% |
06/01/2025 | 0.85% | 1.02 CHF | 1.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 237,995 CHF | 239,995 CHF | 99.81% | 99.81% |
30/12/2024 | 0.68% | 1.58 CHF | 1.59 CHF | 200,000 | 200,000 | 199,922 | 199,922 | 294,676 CHF | 296,676 CHF | 99.75% | 99.75% |