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 | 25.30% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 497,483 | 125,000 | 17,204 CHF | 5,573 CHF | 99.39% | 99.39% |
10/01/2025 | 25.09% | 0.03 CHF | 0.04 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 17,439 CHF | 5,610 CHF | 99.39% | 99.39% |
09/01/2025 | 22.96% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 496,526 | 125,000 | 19,199 CHF | 6,084 CHF | 99.39% | 99.39% |
08/01/2025 | 21.35% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 497,230 | 125,000 | 20,870 CHF | 6,495 CHF | 99.37% | 99.37% |
07/01/2025 | 18.85% | 0.05 CHF | 0.06 CHF | 500,000 | 125,000 | 497,033 | 207,083 | 23,936 CHF | 12,176 CHF | 99.38% | 99.38% |
06/01/2025 | 19.77% | 0.05 CHF | 0.06 CHF | 500,000 | 125,000 | 500,000 | 154,282 | 22,864 CHF | 8,713 CHF | 99.37% | 99.37% |
30/12/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 813,645 | 204,341 | 32,546 CHF | 10,217 CHF | 97.10% | 97.10% |
27/12/2024 | 21.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 994,462 | 250,000 | 41,265 CHF | 12,872 CHF | 99.38% | 99.38% |
23/12/2024 | 21.96% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,594 CHF | 12,649 CHF | 99.25% | 99.25% |
20/12/2024 | 20.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,705 CHF | 13,676 CHF | 99.23% | 99.23% |