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 | 1.30% | 0.74 CHF | 0.75 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 38,288 CHF | 38,788 CHF | 99.85% | 99.85% |
16/01/2025 | 1.18% | 0.81 CHF | 0.82 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 41,984 CHF | 42,484 CHF | 99.66% | 99.66% |
15/01/2025 | 1.04% | 0.88 CHF | 0.89 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 47,663 CHF | 48,163 CHF | 100.00% | 100.00% |
13/01/2025 | 1.02% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,684 CHF | 49,184 CHF | 100.00% | 100.00% |
10/01/2025 | 1.03% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,276 CHF | 48,776 CHF | 100.00% | 100.00% |
09/01/2025 | 0.98% | 1.01 CHF | 1.02 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 50,624 CHF | 51,124 CHF | 100.00% | 100.00% |
08/01/2025 | 1.00% | 1.00 CHF | 1.01 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,689 CHF | 50,189 CHF | 100.00% | 100.00% |
07/01/2025 | 1.00% | 0.97 CHF | 0.98 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 49,897 CHF | 50,397 CHF | 99.61% | 99.61% |
06/01/2025 | 1.02% | 0.98 CHF | 0.99 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 48,971 CHF | 49,471 CHF | 100.00% | 100.00% |