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 | 2.48% | 0.42 CHF | 0.43 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 198,997 CHF | 203,997 CHF | 99.89% | 99.89% |
16/01/2025 | 3.30% | 0.35 CHF | 0.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 149,528 CHF | 154,528 CHF | 100.00% | 100.00% |
15/01/2025 | 5.06% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 97,520 CHF | 102,520 CHF | 99.84% | 99.84% |
13/01/2025 | 5.22% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 93,731 CHF | 98,731 CHF | 100.00% | 100.00% |
10/01/2025 | 3.13% | 0.26 CHF | 0.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 158,333 CHF | 163,333 CHF | 99.62% | 99.62% |
09/01/2025 | 2.64% | 0.38 CHF | 0.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 187,460 CHF | 192,460 CHF | 100.00% | 100.00% |
08/01/2025 | 3.20% | 0.32 CHF | 0.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 155,167 CHF | 160,167 CHF | 99.36% | 99.36% |
07/01/2025 | 4.26% | 0.28 CHF | 0.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 115,639 CHF | 120,639 CHF | 99.52% | 99.52% |
06/01/2025 | 5.72% | 0.19 CHF | 0.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 85,578 CHF | 90,578 CHF | 99.82% | 99.82% |
30/12/2024 | 6.05% | 0.15 CHF | 0.16 CHF | 500,000 | 500,000 | 499,744 | 499,744 | 80,573 CHF | 85,573 CHF | 99.75% | 99.75% |