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 | 0.94% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 160,101 CHF | 161,600 CHF | 100.00% | 100.00% |
10/01/2025 | 1.19% | 0.88 CHF | 0.89 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 126,230 CHF | 127,730 CHF | 100.00% | 100.00% |
09/01/2025 | 1.16% | 0.91 CHF | 0.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 128,731 CHF | 130,231 CHF | 100.00% | 100.00% |
08/01/2025 | 1.07% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 139,444 CHF | 140,944 CHF | 100.00% | 100.00% |
07/01/2025 | 1.11% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 134,886 CHF | 136,386 CHF | 99.70% | 99.70% |
06/01/2025 | 0.98% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 153,409 CHF | 154,909 CHF | 99.95% | 99.95% |
30/12/2024 | 0.76% | 1.51 CHF | 1.52 CHF | 150,000 | 150,000 | 149,946 | 149,946 | 197,069 CHF | 198,569 CHF | 99.51% | 99.51% |
27/12/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 177,010 CHF | 178,510 CHF | 100.00% | 100.00% |
23/12/2024 | 0.87% | 1.20 CHF | 1.21 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 171,510 CHF | 173,010 CHF | 100.00% | 100.00% |
20/12/2024 | 0.71% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 212,404 CHF | 213,904 CHF | 100.00% | 100.00% |