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 | 1.74% | 0.56 CHF | 0.57 CHF | 250,000 | 250,000 | 247,647 | 247,647 | 142,457 CHF | 144,936 CHF | 100.00% | 100.00% |
16/01/2025 | 1.29% | 0.70 CHF | 0.71 CHF | 250,000 | 250,000 | 247,651 | 247,645 | 193,457 CHF | 195,931 CHF | 100.00% | 100.00% |
15/01/2025 | 0.93% | 0.97 CHF | 0.98 CHF | 250,000 | 250,000 | 247,649 | 247,649 | 269,783 CHF | 272,262 CHF | 100.00% | 100.00% |
13/01/2025 | 0.85% | 1.11 CHF | 1.12 CHF | 250,000 | 250,000 | 247,665 | 247,635 | 291,680 CHF | 294,124 CHF | 100.00% | 100.00% |
10/01/2025 | 1.21% | 0.98 CHF | 0.99 CHF | 250,000 | 250,000 | 247,660 | 247,641 | 205,687 CHF | 208,150 CHF | 100.00% | 100.00% |
09/01/2025 | 1.43% | 0.69 CHF | 0.70 CHF | 250,000 | 250,000 | 249,504 | 249,504 | 174,828 CHF | 177,323 CHF | 100.00% | 100.00% |
08/01/2025 | 1.19% | 0.86 CHF | 0.87 CHF | 250,000 | 250,000 | 247,661 | 247,639 | 209,813 CHF | 212,272 CHF | 100.00% | 100.00% |
07/01/2025 | 0.97% | 0.93 CHF | 0.94 CHF | 250,000 | 250,000 | 247,648 | 247,628 | 257,465 CHF | 259,924 CHF | 100.00% | 100.00% |
06/01/2025 | 0.78% | 1.24 CHF | 1.25 CHF | 250,000 | 250,000 | 247,662 | 247,640 | 320,649 CHF | 323,101 CHF | 99.98% | 99.98% |
30/12/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 250,000 | 250,000 | 247,661 | 247,636 | 352,418 CHF | 354,863 CHF | 100.00% | 100.00% |