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 | 0.96% | 1.07 CHF | 1.08 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 52,047 CHF | 52,547 CHF | 99.85% | 99.85% |
16/01/2025 | 1.03% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,522 CHF | 49,022 CHF | 99.66% | 99.66% |
15/01/2025 | 1.16% | 0.93 CHF | 0.94 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,954 CHF | 43,454 CHF | 100.00% | 100.00% |
13/01/2025 | 1.18% | 0.84 CHF | 0.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,159 CHF | 42,659 CHF | 100.00% | 100.00% |
10/01/2025 | 1.16% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,814 CHF | 43,314 CHF | 100.00% | 100.00% |
09/01/2025 | 1.22% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 40,611 CHF | 41,111 CHF | 100.00% | 100.00% |
08/01/2025 | 1.19% | 0.83 CHF | 0.84 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,653 CHF | 42,153 CHF | 100.00% | 100.00% |
07/01/2025 | 1.20% | 0.85 CHF | 0.86 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,597 CHF | 42,097 CHF | 99.61% | 99.61% |
06/01/2025 | 1.17% | 0.86 CHF | 0.87 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 42,655 CHF | 43,155 CHF | 100.00% | 100.00% |
30/12/2024 | 1.03% | 0.87 CHF | 0.88 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,489 CHF | 48,989 CHF | 98.07% | 98.07% |