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 | 0.26% | 3.88 CHF | 3.89 CHF | 41,200 | 41,200 | 41,326 | 41,326 | 156,607 CHF | 157,021 CHF | 99.51% | 99.56% |
16/01/2025 | 0.30% | 3.34 CHF | 3.35 CHF | 42,100 | 42,100 | 42,228 | 42,228 | 140,268 CHF | 140,691 CHF | 99.95% | 100.00% |
15/01/2025 | 0.34% | 3.32 CHF | 3.33 CHF | 58,100 | 58,100 | 59,296 | 59,296 | 175,490 CHF | 176,083 CHF | 99.22% | 99.25% |
13/01/2025 | 0.35% | 2.74 CHF | 2.75 CHF | 51,900 | 51,900 | 51,669 | 51,669 | 147,354 CHF | 147,871 CHF | 100.00% | 100.00% |
10/01/2025 | 0.35% | 2.78 CHF | 2.79 CHF | 55,900 | 55,900 | 55,367 | 55,367 | 160,191 CHF | 160,745 CHF | 99.46% | 99.46% |
09/01/2025 | 0.40% | 2.51 CHF | 2.52 CHF | 58,800 | 58,800 | 58,510 | 58,510 | 145,853 CHF | 146,438 CHF | 100.00% | 100.00% |
08/01/2025 | 0.45% | 2.36 CHF | 2.37 CHF | 56,200 | 56,200 | 56,448 | 56,448 | 126,245 CHF | 126,809 CHF | 100.00% | 100.00% |
07/01/2025 | 0.77% | 2.63 CHF | 2.64 CHF | 56,400 | 56,400 | 56,734 | 56,734 | 144,356 CHF | 145,463 CHF | 99.34% | 99.34% |
06/01/2025 | 0.75% | 2.46 CHF | 2.47 CHF | 72,200 | 72,200 | 72,947 | 72,947 | 164,407 CHF | 165,635 CHF | 100.00% | 100.00% |
30/12/2024 | 0.93% | 2.18 CHF | 2.20 CHF | 64,900 | 64,900 | 64,398 | 64,398 | 137,469 CHF | 138,758 CHF | 59.18% | 59.18% |