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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/01/2025 | 1.78% | 0.55 CHF | 0.56 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,828 CHF | 28,328 CHF | 99.39% | 99.39% |
06/01/2025 | 1.79% | 0.58 CHF | 0.59 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 27,764 CHF | 28,264 CHF | 99.36% | 99.36% |
30/12/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 33,728 CHF | 34,228 CHF | 97.13% | 97.13% |
27/12/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,080 CHF | 34,580 CHF | 99.38% | 99.38% |
23/12/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,029 CHF | 38,529 CHF | 99.26% | 99.26% |
20/12/2024 | 1.55% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 32,156 CHF | 32,656 CHF | 99.33% | 99.33% |
19/12/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 29,663 CHF | 30,163 CHF | 98.16% | 98.16% |
18/12/2024 | 1.45% | 0.66 CHF | 0.67 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 34,237 CHF | 34,737 CHF | 96.29% | 96.29% |
17/12/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 35,721 CHF | 36,221 CHF | 99.38% | 99.38% |
16/12/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 37,362 CHF | 37,862 CHF | 99.37% | 99.37% |