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 | 6.79% | 0.15 CHF | 0.16 CHF | 175,000 | 175,000 | 184,971 | 184,971 | 26,301 CHF | 28,150 CHF | 99.39% | 99.39% |
10/01/2025 | 6.36% | 0.14 CHF | 0.15 CHF | 175,000 | 175,000 | 171,436 | 171,436 | 26,113 CHF | 27,828 CHF | 99.39% | 99.39% |
09/01/2025 | 5.83% | 0.16 CHF | 0.17 CHF | 163,000 | 163,000 | 154,453 | 154,452 | 25,706 CHF | 27,251 CHF | 99.39% | 99.39% |
08/01/2025 | 5.48% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 145,312 | 145,312 | 25,814 CHF | 27,267 CHF | 99.38% | 99.38% |
07/01/2025 | 4.76% | 0.19 CHF | 0.20 CHF | 138,000 | 138,000 | 127,407 | 127,407 | 26,170 CHF | 27,444 CHF | 99.39% | 99.39% |
06/01/2025 | 5.02% | 0.20 CHF | 0.21 CHF | 125,000 | 125,000 | 133,329 | 133,329 | 25,900 CHF | 27,234 CHF | 99.39% | 99.39% |
30/12/2024 | 5.64% | 0.17 CHF | 0.18 CHF | 150,000 | 150,000 | 245,209 | 245,209 | 42,335 CHF | 44,787 CHF | 97.11% | 97.11% |
27/12/2024 | 5.47% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 53,360 CHF | 56,360 CHF | 99.39% | 99.39% |
23/12/2024 | 5.77% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 303,676 | 303,676 | 51,139 CHF | 54,176 CHF | 99.25% | 99.25% |
20/12/2024 | 5.65% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 300,809 | 300,809 | 51,770 CHF | 54,778 CHF | 99.16% | 99.16% |