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 | 0.84% | 21.09 CHF | 21.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 570,890 CHF | 575,676 CHF | 99.42% | 99.42% |
16/01/2025 | 0.72% | 25.85 CHF | 26.04 CHF | 25,000 | 25,000 | 24,983 | 24,983 | 655,321 CHF | 660,040 CHF | 100.00% | 100.00% |
15/01/2025 | 0.67% | 25.78 CHF | 25.97 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 685,089 CHF | 689,670 CHF | 99.89% | 99.89% |
13/01/2025 | 0.52% | 33.24 CHF | 33.41 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 828,547 CHF | 832,889 CHF | 100.00% | 100.00% |
10/01/2025 | 0.59% | 31.42 CHF | 31.60 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 763,718 CHF | 768,216 CHF | 99.94% | 99.94% |
09/01/2025 | 0.56% | 30.73 CHF | 30.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 795,456 CHF | 799,888 CHF | 100.00% | 100.00% |
08/01/2025 | 0.61% | 30.08 CHF | 30.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 741,569 CHF | 746,069 CHF | 100.00% | 100.00% |
07/01/2025 | 0.77% | 27.33 CHF | 27.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 610,220 CHF | 614,941 CHF | 99.79% | 99.79% |
06/01/2025 | 0.75% | 22.76 CHF | 22.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 632,748 CHF | 637,492 CHF | 99.88% | 99.88% |
30/12/2024 | 0.56% | 32.84 CHF | 33.01 CHF | 25,000 | 25,000 | 24,994 | 24,994 | 784,631 CHF | 789,026 CHF | 99.90% | 99.90% |