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 | 2.58% | 0.13 CHF | 0.24 CHF | 10,000 | 100,000 | 100,000 | 100,000 | 39,260 CHF | 40,260 CHF | 11.28% | 100.00% |
16/01/2025 | 1.51% | 0.69 CHF | 0.70 CHF | 10,000 | 10,000 | 93,439 | 93,435 | 62,062 CHF | 62,995 CHF | 99.98% | 99.98% |
15/01/2025 | 1.09% | 0.66 CHF | 0.67 CHF | 10,000 | 10,000 | 93,438 | 93,434 | 91,207 CHF | 92,139 CHF | 100.00% | 100.00% |
13/01/2025 | 0.62% | 1.54 CHF | 1.55 CHF | 10,000 | 10,000 | 93,445 | 93,437 | 153,322 CHF | 154,244 CHF | 100.00% | 100.00% |
10/01/2025 | 0.84% | 1.44 CHF | 1.45 CHF | 10,000 | 10,000 | 125,076 | 125,055 | 149,376 CHF | 150,594 CHF | 100.00% | 100.00% |
09/01/2025 | 0.80% | 1.25 CHF | 1.26 CHF | 10,000 | 10,000 | 94,181 | 94,181 | 117,045 CHF | 117,987 CHF | 100.00% | 100.00% |
08/01/2025 | 0.85% | 1.25 CHF | 1.26 CHF | 10,000 | 10,000 | 93,441 | 93,441 | 111,032 CHF | 111,967 CHF | 99.99% | 99.99% |
07/01/2025 | 0.77% | 1.24 CHF | 1.25 CHF | 10,000 | 10,000 | 93,441 | 93,441 | 122,549 CHF | 123,484 CHF | 100.00% | 100.00% |
06/01/2025 | 0.60% | 1.50 CHF | 1.51 CHF | 10,000 | 10,000 | 93,444 | 93,437 | 159,936 CHF | 160,860 CHF | 100.00% | 100.00% |
30/12/2024 | 0.49% | 2.19 CHF | 2.20 CHF | 100,000 | 100,000 | 99,064 | 99,057 | 204,800 CHF | 205,779 CHF | 100.00% | 100.00% |