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 | 7.94% | 0.05 CHF | 0.12 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 12,140 CHF | 13,140 CHF | 2.87% | 100.00% |
16/01/2025 | 3.42% | 0.21 CHF | 0.22 CHF | 100,000 | 100,000 | 99,061 | 99,058 | 28,979 CHF | 29,970 CHF | 100.00% | 100.00% |
15/01/2025 | 1.69% | 0.48 CHF | 0.49 CHF | 100,000 | 100,000 | 99,060 | 99,056 | 59,469 CHF | 60,458 CHF | 100.00% | 100.00% |
13/01/2025 | 1.46% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,066 | 99,059 | 68,465 CHF | 69,452 CHF | 100.00% | 100.00% |
10/01/2025 | 2.98% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 98,981 | 98,976 | 34,027 CHF | 35,016 CHF | 100.00% | 100.00% |
09/01/2025 | 4.86% | 0.20 CHF | 0.21 CHF | 87,000 | 87,000 | 92,835 | 92,835 | 20,056 CHF | 20,984 CHF | 100.00% | 100.00% |
08/01/2025 | 2.89% | 0.37 CHF | 0.38 CHF | 98,000 | 98,000 | 97,433 | 97,433 | 35,173 CHF | 36,149 CHF | 100.00% | 100.00% |
07/01/2025 | 1.85% | 0.44 CHF | 0.45 CHF | 99,000 | 99,000 | 98,697 | 98,697 | 54,264 CHF | 55,252 CHF | 100.00% | 100.00% |
06/01/2025 | 1.25% | 0.75 CHF | 0.76 CHF | 100,000 | 100,000 | 99,228 | 99,228 | 79,834 CHF | 80,828 CHF | 99.99% | 99.99% |
30/12/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 101,000 | 101,000 | 100,046 | 100,046 | 93,205 CHF | 94,207 CHF | 100.00% | 100.00% |