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 | 33.85% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 497,470 | 125,000 | 12,245 CHF | 4,327 CHF | 99.39% | 99.39% |
10/01/2025 | 33.54% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 12,424 CHF | 4,356 CHF | 99.39% | 99.39% |
09/01/2025 | 33.33% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 496,511 | 125,000 | 12,413 CHF | 4,375 CHF | 99.39% | 99.39% |
08/01/2025 | 31.38% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 497,222 | 125,000 | 13,458 CHF | 4,632 CHF | 99.37% | 99.37% |
07/01/2025 | 26.49% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 497,007 | 125,000 | 16,353 CHF | 5,364 CHF | 99.39% | 99.39% |
06/01/2025 | 28.23% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 15,245 CHF | 5,061 CHF | 99.37% | 99.37% |
30/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 813,652 | 204,340 | 24,410 CHF | 8,174 CHF | 97.09% | 97.09% |
27/12/2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,461 | 250,000 | 29,778 CHF | 9,986 CHF | 99.38% | 99.38% |
23/12/2024 | 28.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,948 CHF | 9,987 CHF | 99.25% | 99.25% |
20/12/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,007 CHF | 10,002 CHF | 99.23% | 99.23% |