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 | 3.07% | 0.35 CHF | 0.36 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 64,144 CHF | 66,144 CHF | 99.94% | 99.94% |
16/01/2025 | 4.40% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 217,913 | 200,000 | 50,513 CHF | 48,533 CHF | 98.89% | 98.89% |
15/01/2025 | 6.76% | 0.17 CHF | 0.18 CHF | 300,000 | 200,000 | 349,099 | 197,802 | 50,851 CHF | 31,141 CHF | 95.89% | 95.89% |
13/01/2025 | 11.97% | 0.16 CHF | 0.17 CHF | 320,000 | 200,000 | 299,997 | 200,000 | 41,575 CHF | 31,090 CHF | 94.71% | 94.71% |
10/01/2025 | 6.47% | 0.19 CHF | 0.22 CHF | 200,000 | 200,000 | 200,026 | 200,000 | 52,543 CHF | 55,840 CHF | 97.06% | 97.06% |
09/01/2025 | 3.11% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 63,551 CHF | 65,551 CHF | 99.66% | 99.66% |
08/01/2025 | 4.88% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 210,558 | 200,000 | 51,539 CHF | 51,646 CHF | 80.96% | 80.96% |
07/01/2025 | 7.19% | 0.22 CHF | 0.23 CHF | 230,000 | 200,000 | 261,270 | 189,620 | 47,701 CHF | 36,989 CHF | 97.34% | 97.34% |
06/01/2025 | 7.56% | 0.14 CHF | 0.15 CHF | 360,000 | 200,000 | 397,740 | 200,000 | 50,581 CHF | 27,755 CHF | 99.53% | 99.53% |
30/12/2024 | 8.13% | 0.11 CHF | 0.12 CHF | 460,000 | 200,000 | 428,114 | 200,000 | 50,492 CHF | 25,815 CHF | 99.17% | 99.17% |