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 | 2.23% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 53,209 CHF | 54,409 CHF | 99.97% | 99.97% |
16/01/2025 | 2.45% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 48,445 CHF | 49,645 CHF | 100.00% | 100.00% |
15/01/2025 | 2.48% | 0.42 CHF | 0.43 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 51,931 CHF | 53,231 CHF | 99.76% | 99.76% |
13/01/2025 | 2.84% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 45,123 CHF | 46,423 CHF | 100.00% | 100.00% |
10/01/2025 | 2.54% | 0.37 CHF | 0.38 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 50,617 CHF | 51,917 CHF | 100.00% | 100.00% |
09/01/2025 | 2.63% | 0.37 CHF | 0.38 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 48,773 CHF | 50,073 CHF | 99.83% | 99.83% |
08/01/2025 | 2.62% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 131,506 | 131,506 | 49,533 CHF | 50,848 CHF | 99.88% | 99.88% |
07/01/2025 | 2.75% | 0.36 CHF | 0.37 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 46,692 CHF | 47,992 CHF | 99.68% | 99.68% |
06/01/2025 | 2.72% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 50,774 CHF | 52,174 CHF | 99.86% | 99.86% |
30/12/2024 | 2.85% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 139,916 | 139,916 | 48,466 CHF | 49,866 CHF | 100.00% | 100.00% |