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 | 4.62% | 0.17 CHF | 0.18 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 86,896 CHF | 90,896 CHF | 95.83% | 95.83% |
16/01/2025 | 3.48% | 0.28 CHF | 0.29 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 112,981 CHF | 116,981 CHF | 95.49% | 95.49% |
15/01/2025 | 3.58% | 0.31 CHF | 0.32 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 110,137 CHF | 114,137 CHF | 100.00% | 100.00% |
13/01/2025 | 2.64% | 0.33 CHF | 0.34 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 149,585 CHF | 153,585 CHF | 95.84% | 95.84% |
10/01/2025 | 2.13% | 0.45 CHF | 0.46 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 186,325 CHF | 190,325 CHF | 95.84% | 95.84% |
09/01/2025 | 2.38% | 0.44 CHF | 0.45 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 166,328 CHF | 170,328 CHF | 99.69% | 99.69% |
08/01/2025 | 2.57% | 0.44 CHF | 0.45 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 154,141 CHF | 158,141 CHF | 95.89% | 95.89% |
07/01/2025 | 3.18% | 0.30 CHF | 0.31 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 124,019 CHF | 128,019 CHF | 95.83% | 95.83% |
06/01/2025 | 2.44% | 0.38 CHF | 0.39 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 162,697 CHF | 166,697 CHF | 99.96% | 99.96% |