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 | 8.56% | 0.12 CHF | 0.13 CHF | 213,000 | 213,000 | 232,606 | 232,606 | 25,993 CHF | 28,319 CHF | 99.38% | 99.38% |
10/01/2025 | 8.19% | 0.11 CHF | 0.12 CHF | 238,000 | 238,000 | 219,369 | 219,369 | 25,689 CHF | 27,882 CHF | 99.39% | 99.39% |
09/01/2025 | 7.45% | 0.12 CHF | 0.13 CHF | 213,000 | 213,000 | 201,163 | 201,163 | 25,983 CHF | 27,995 CHF | 99.39% | 99.39% |
08/01/2025 | 6.98% | 0.14 CHF | 0.15 CHF | 200,000 | 200,000 | 189,434 | 189,431 | 26,221 CHF | 28,115 CHF | 99.37% | 99.37% |
07/01/2025 | 5.96% | 0.15 CHF | 0.16 CHF | 175,000 | 175,000 | 158,645 | 158,645 | 25,820 CHF | 27,407 CHF | 99.39% | 99.39% |
06/01/2025 | 6.32% | 0.16 CHF | 0.17 CHF | 175,000 | 175,000 | 171,908 | 171,908 | 26,337 CHF | 28,056 CHF | 99.37% | 99.37% |
30/12/2024 | 6.99% | 0.14 CHF | 0.15 CHF | 188,000 | 188,000 | 311,112 | 311,112 | 42,867 CHF | 45,978 CHF | 97.10% | 97.10% |
27/12/2024 | 6.93% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 377,204 | 377,204 | 52,535 CHF | 56,307 CHF | 99.36% | 99.36% |
23/12/2024 | 7.29% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 394,541 | 394,541 | 52,124 CHF | 56,069 CHF | 99.26% | 99.26% |
20/12/2024 | 7.06% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 382,581 | 382,581 | 52,311 CHF | 56,137 CHF | 99.14% | 99.14% |