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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 0.84% | 94.76 % | 95.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,099 CHF | 238,099 CHF | 99.99% | 99.99% |
10/01/2025 | 0.84% | 94.35 % | 95.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,406 CHF | 238,406 CHF | 99.98% | 99.98% |
09/01/2025 | 0.83% | 95.08 % | 95.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,375 CHF | 241,375 CHF | 100.00% | 100.00% |
08/01/2025 | 0.83% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,139 CHF | 243,139 CHF | 99.76% | 99.76% |
07/01/2025 | 0.83% | 96.36 % | 97.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,718 CHF | 242,718 CHF | 99.85% | 99.85% |
06/01/2025 | 0.84% | 94.19 % | 94.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,743 CHF | 237,743 CHF | 99.72% | 99.72% |
30/12/2024 | 0.86% | 92.19 % | 92.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,849 CHF | 232,849 CHF | 98.34% | 98.34% |
27/12/2024 | 0.86% | 92.38 % | 93.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,104 CHF | 233,104 CHF | 98.76% | 98.76% |
23/12/2024 | 0.85% | 93.88 % | 94.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,857 CHF | 235,857 CHF | 100.00% | 100.00% |
20/12/2024 | 0.86% | 93.48 % | 94.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 230,864 CHF | 232,864 CHF | 99.95% | 99.95% |