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 | 1.63% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 93,146 CHF | 94,646 CHF | 100.00% | 100.00% |
10/01/2025 | 2.34% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 64,101 CHF | 65,601 CHF | 100.00% | 100.00% |
09/01/2025 | 2.24% | 0.48 CHF | 0.49 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 66,363 CHF | 67,863 CHF | 100.00% | 100.00% |
08/01/2025 | 1.98% | 0.50 CHF | 0.51 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 75,430 CHF | 76,930 CHF | 100.00% | 100.00% |
07/01/2025 | 2.07% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 71,956 CHF | 73,456 CHF | 99.70% | 99.70% |
06/01/2025 | 1.73% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 87,746 CHF | 89,246 CHF | 99.95% | 99.95% |
30/12/2024 | 1.17% | 1.05 CHF | 1.06 CHF | 150,000 | 150,000 | 149,948 | 149,948 | 129,339 CHF | 130,839 CHF | 99.56% | 99.56% |
27/12/2024 | 1.37% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 109,455 CHF | 110,955 CHF | 100.00% | 100.00% |
23/12/2024 | 1.43% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 104,307 CHF | 105,807 CHF | 100.00% | 100.00% |
20/12/2024 | 1.04% | 0.76 CHF | 0.77 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 145,326 CHF | 146,826 CHF | 100.00% | 100.00% |