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 | 0.60% | 2.73 CHF | 2.76 CHF | 50,000 | 50,000 | 181,565 | 181,565 | 513,997 CHF | 516,154 CHF | 99.50% | 99.50% |
16/01/2025 | 0.33% | 3.29 CHF | 3.30 CHF | 250,000 | 250,000 | 241,571 | 241,571 | 788,718 CHF | 791,175 CHF | 99.48% | 99.48% |
15/01/2025 | 0.28% | 3.26 CHF | 3.27 CHF | 250,000 | 250,000 | 249,960 | 249,960 | 892,279 CHF | 894,779 CHF | 94.39% | 94.39% |
13/01/2025 | 0.24% | 4.13 CHF | 4.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,056,100 CHF | 1,058,600 CHF | 99.78% | 99.78% |
10/01/2025 | 0.29% | 4.04 CHF | 4.05 CHF | 250,000 | 250,000 | 240,620 | 240,620 | 912,324 CHF | 914,777 CHF | 93.39% | 93.39% |
09/01/2025 | 0.26% | 3.84 CHF | 3.85 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 958,691 CHF | 961,191 CHF | 99.88% | 99.88% |
08/01/2025 | 0.26% | 3.83 CHF | 3.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 945,117 CHF | 947,617 CHF | 99.60% | 99.60% |
07/01/2025 | 0.26% | 3.83 CHF | 3.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 976,419 CHF | 978,919 CHF | 99.92% | 99.92% |
06/01/2025 | 0.23% | 4.09 CHF | 4.10 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,071,900 CHF | 1,074,400 CHF | 99.90% | 99.90% |
30/12/2024 | 0.22% | 4.65 CHF | 4.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,138,550 CHF | 1,141,050 CHF | 59.37% | 59.37% |