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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 14.09% | 0.07 CHF | 0.08 CHF | 363,000 | 188,000 | 381,542 | 197,046 | 25,179 CHF | 14,976 CHF | 99.39% | 99.39% |
10/01/2025 | 13.43% | 0.07 CHF | 0.08 CHF | 388,000 | 200,000 | 362,380 | 188,093 | 25,175 CHF | 14,949 CHF | 99.39% | 99.39% |
09/01/2025 | 12.26% | 0.07 CHF | 0.08 CHF | 338,000 | 175,000 | 326,777 | 170,098 | 25,029 CHF | 14,729 CHF | 99.39% | 99.39% |
08/01/2025 | 11.29% | 0.08 CHF | 0.09 CHF | 313,000 | 163,000 | 301,768 | 157,336 | 25,253 CHF | 14,738 CHF | 99.39% | 99.39% |
07/01/2025 | 9.79% | 0.09 CHF | 0.10 CHF | 288,000 | 150,000 | 259,323 | 221,276 | 25,186 CHF | 23,953 CHF | 99.39% | 99.39% |
06/01/2025 | 10.22% | 0.10 CHF | 0.11 CHF | 288,000 | 150,000 | 276,921 | 183,280 | 25,705 CHF | 19,117 CHF | 99.37% | 99.37% |
30/12/2024 | 11.34% | 0.09 CHF | 0.10 CHF | 300,000 | 150,000 | 496,975 | 253,256 | 41,172 CHF | 23,505 CHF | 97.10% | 97.10% |
27/12/2024 | 11.16% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 599,357 | 301,842 | 50,725 CHF | 28,560 CHF | 99.39% | 99.39% |
23/12/2024 | 11.59% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 618,227 | 318,227 | 50,268 CHF | 29,045 CHF | 99.26% | 99.26% |
20/12/2024 | 11.23% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 603,133 | 303,635 | 50,722 CHF | 28,565 CHF | 99.16% | 99.16% |