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 | 4.76% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 25,646 CHF | 26,896 CHF | 99.39% | 99.39% |
10/01/2025 | 5.06% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 134,687 | 134,687 | 25,927 CHF | 27,274 CHF | 99.39% | 99.39% |
09/01/2025 | 5.38% | 0.19 CHF | 0.20 CHF | 138,000 | 138,000 | 149,051 | 149,051 | 26,935 CHF | 28,425 CHF | 99.39% | 99.39% |
08/01/2025 | 5.55% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 26,314 CHF | 27,814 CHF | 99.37% | 99.37% |
07/01/2025 | 6.24% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 168,371 | 168,371 | 26,116 CHF | 27,800 CHF | 99.39% | 99.39% |
06/01/2025 | 6.00% | 0.16 CHF | 0.17 CHF | 163,000 | 163,000 | 161,148 | 161,148 | 26,066 CHF | 27,677 CHF | 99.37% | 99.37% |
30/12/2024 | 5.41% | 0.18 CHF | 0.19 CHF | 150,000 | 150,000 | 245,202 | 245,202 | 44,136 CHF | 46,588 CHF | 97.10% | 97.10% |
27/12/2024 | 5.40% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 299,628 | 299,628 | 53,942 CHF | 56,938 CHF | 99.38% | 99.38% |
23/12/2024 | 5.13% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 52,250 CHF | 55,000 CHF | 99.25% | 99.25% |
20/12/2024 | 5.08% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 271,079 | 271,078 | 52,042 CHF | 54,753 CHF | 99.23% | 99.23% |