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 | 0.44% | 2.22 CHF | 2.23 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 112,434 CHF | 112,934 CHF | 99.85% | 99.85% |
16/01/2025 | 0.43% | 2.29 CHF | 2.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 116,135 CHF | 116,635 CHF | 99.67% | 99.67% |
15/01/2025 | 0.41% | 2.36 CHF | 2.37 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 121,823 CHF | 122,323 CHF | 100.00% | 100.00% |
13/01/2025 | 0.41% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,805 CHF | 123,305 CHF | 100.00% | 100.00% |
10/01/2025 | 0.41% | 2.45 CHF | 2.46 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 122,364 CHF | 122,864 CHF | 100.00% | 100.00% |
09/01/2025 | 0.40% | 2.50 CHF | 2.51 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,749 CHF | 125,249 CHF | 100.00% | 100.00% |
08/01/2025 | 0.40% | 2.48 CHF | 2.49 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,864 CHF | 124,364 CHF | 100.00% | 100.00% |
07/01/2025 | 0.40% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 124,012 CHF | 124,512 CHF | 99.61% | 99.61% |
06/01/2025 | 0.41% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 123,165 CHF | 123,665 CHF | 100.00% | 100.00% |
30/12/2024 | 0.42% | 2.46 CHF | 2.47 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 118,155 CHF | 118,655 CHF | 98.06% | 98.06% |