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 | 0.78% | 22.69 CHF | 22.89 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 610,889 CHF | 615,674 CHF | 99.47% | 99.47% |
16/01/2025 | 0.68% | 27.45 CHF | 27.64 CHF | 25,000 | 25,000 | 24,983 | 24,983 | 695,300 CHF | 700,019 CHF | 100.00% | 100.00% |
15/01/2025 | 0.63% | 27.38 CHF | 27.57 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 725,071 CHF | 729,652 CHF | 99.94% | 99.94% |
13/01/2025 | 0.50% | 34.85 CHF | 35.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 868,801 CHF | 873,143 CHF | 100.00% | 100.00% |
10/01/2025 | 0.56% | 33.03 CHF | 33.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 803,875 CHF | 808,374 CHF | 100.00% | 100.00% |
09/01/2025 | 0.53% | 32.33 CHF | 32.51 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 835,507 CHF | 839,939 CHF | 100.00% | 100.00% |
08/01/2025 | 0.57% | 31.68 CHF | 31.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 781,618 CHF | 786,118 CHF | 100.00% | 100.00% |
07/01/2025 | 0.73% | 28.93 CHF | 29.11 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 650,040 CHF | 654,761 CHF | 99.80% | 99.80% |
06/01/2025 | 0.70% | 24.35 CHF | 24.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 672,502 CHF | 677,246 CHF | 99.89% | 99.89% |
30/12/2024 | 0.53% | 34.44 CHF | 34.61 CHF | 25,000 | 25,000 | 24,994 | 24,994 | 824,395 CHF | 828,790 CHF | 99.90% | 99.90% |