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 | 0.99% | 1.21 CHF | 1.22 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,223 CHF | 56,779 CHF | 95.02% | 95.02% |
16/01/2025 | 1.14% | 0.99 CHF | 1.00 CHF | 60,000 | 50,000 | 58,808 | 50,000 | 57,496 CHF | 49,482 CHF | 99.30% | 99.30% |
15/01/2025 | 1.39% | 0.94 CHF | 0.96 CHF | 60,000 | 50,000 | 65,344 | 49,449 | 55,325 CHF | 42,618 CHF | 98.63% | 98.63% |
13/01/2025 | 1.42% | 0.79 CHF | 0.80 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 54,148 CHF | 39,229 CHF | 100.00% | 100.00% |
10/01/2025 | 1.16% | 0.89 CHF | 0.90 CHF | 60,000 | 50,000 | 59,424 | 49,955 | 57,522 CHF | 49,039 CHF | 91.39% | 91.39% |
09/01/2025 | 1.09% | 1.05 CHF | 1.06 CHF | 50,000 | 50,000 | 54,884 | 50,000 | 54,880 CHF | 50,771 CHF | 92.83% | 92.83% |
08/01/2025 | 1.41% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 65,230 | 50,000 | 54,231 CHF | 42,284 CHF | 99.98% | 99.98% |
07/01/2025 | 1.42% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 67,357 | 50,000 | 54,785 CHF | 41,302 CHF | 100.00% | 100.00% |
06/01/2025 | 1.41% | 0.73 CHF | 0.74 CHF | 75,000 | 75,000 | 77,941 | 75,000 | 54,773 CHF | 53,515 CHF | 100.00% | 100.00% |
30/12/2024 | 3.13% | 0.37 CHF | 0.39 CHF | 140,000 | 75,000 | 140,947 | 75,000 | 51,640 CHF | 28,404 CHF | 100.00% | 100.00% |