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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 4.18% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 249,314 | 249,314 | 58,411 CHF | 60,904 CHF | 99.82% | 99.82% |
16/01/2025 | 3.06% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 191,949 | 191,948 | 61,807 CHF | 63,726 CHF | 99.66% | 99.66% |
15/01/2025 | 2.32% | 0.33 CHF | 0.34 CHF | 175,000 | 175,000 | 156,248 | 156,248 | 67,348 CHF | 68,910 CHF | 96.50% | 96.50% |
13/01/2025 | 1.31% | 0.70 CHF | 0.71 CHF | 125,000 | 125,000 | 111,717 | 111,719 | 84,871 CHF | 85,989 CHF | 100.00% | 100.00% |
10/01/2025 | 1.75% | 0.69 CHF | 0.70 CHF | 125,000 | 125,000 | 138,292 | 138,292 | 78,242 CHF | 79,625 CHF | 94.52% | 94.52% |
09/01/2025 | 1.72% | 0.57 CHF | 0.58 CHF | 125,000 | 125,000 | 131,514 | 131,514 | 75,583 CHF | 76,898 CHF | 100.00% | 100.00% |
08/01/2025 | 1.76% | 0.60 CHF | 0.61 CHF | 125,000 | 125,000 | 136,710 | 136,713 | 77,059 CHF | 78,428 CHF | 98.59% | 98.59% |
07/01/2025 | 1.71% | 0.57 CHF | 0.58 CHF | 125,000 | 125,000 | 130,532 | 130,532 | 75,653 CHF | 76,958 CHF | 98.44% | 98.44% |
06/01/2025 | 1.31% | 0.66 CHF | 0.67 CHF | 125,000 | 125,000 | 113,581 | 113,581 | 85,925 CHF | 87,061 CHF | 98.52% | 98.52% |
30/12/2024 | 1.02% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 82,413 | 82,413 | 78,870 CHF | 79,694 CHF | 95.66% | 95.66% |