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 | 0.88% | 20.04 CHF | 20.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 544,770 CHF | 549,556 CHF | 99.47% | 99.47% |
16/01/2025 | 0.75% | 24.80 CHF | 24.99 CHF | 25,000 | 25,000 | 24,984 | 24,984 | 629,240 CHF | 633,959 CHF | 100.00% | 100.00% |
15/01/2025 | 0.69% | 24.73 CHF | 24.92 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 658,967 CHF | 663,548 CHF | 99.94% | 99.94% |
13/01/2025 | 0.54% | 32.18 CHF | 32.35 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 802,266 CHF | 806,608 CHF | 100.00% | 100.00% |
10/01/2025 | 0.61% | 30.37 CHF | 30.55 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 737,490 CHF | 741,989 CHF | 100.00% | 100.00% |
09/01/2025 | 0.57% | 29.68 CHF | 29.86 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 769,306 CHF | 773,738 CHF | 100.00% | 100.00% |
08/01/2025 | 0.63% | 29.03 CHF | 29.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 715,420 CHF | 719,920 CHF | 100.00% | 100.00% |
07/01/2025 | 0.81% | 26.29 CHF | 26.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 584,222 CHF | 588,943 CHF | 99.78% | 99.78% |
06/01/2025 | 0.78% | 21.72 CHF | 21.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 606,803 CHF | 611,547 CHF | 99.96% | 99.96% |
30/12/2024 | 0.58% | 31.80 CHF | 31.97 CHF | 25,000 | 25,000 | 24,994 | 24,994 | 758,679 CHF | 763,074 CHF | 99.90% | 99.90% |