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 | 3.61% | 0.24 CHF | 0.25 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 32,771 CHF | 33,971 CHF | 100.00% | 100.00% |
16/01/2025 | 2.70% | 0.36 CHF | 0.37 CHF | 120,000 | 120,000 | 119,921 | 119,921 | 44,062 CHF | 45,262 CHF | 100.00% | 100.00% |
15/01/2025 | 2.50% | 0.35 CHF | 0.36 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 47,748 CHF | 48,948 CHF | 100.00% | 100.00% |
13/01/2025 | 2.18% | 0.43 CHF | 0.44 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 54,482 CHF | 55,682 CHF | 100.00% | 100.00% |
10/01/2025 | 2.79% | 0.39 CHF | 0.40 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 42,602 CHF | 43,802 CHF | 100.00% | 100.00% |
09/01/2025 | 3.10% | 0.32 CHF | 0.33 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 38,207 CHF | 39,407 CHF | 100.00% | 100.00% |
08/01/2025 | 3.07% | 0.33 CHF | 0.34 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 38,654 CHF | 39,854 CHF | 100.00% | 100.00% |
07/01/2025 | 2.67% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 44,408 CHF | 45,608 CHF | 100.00% | 100.00% |
06/01/2025 | 2.45% | 0.38 CHF | 0.39 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 48,509 CHF | 49,709 CHF | 99.44% | 99.44% |
30/12/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120,000 | 120,000 | 119,930 | 119,930 | 50,024 CHF | 51,224 CHF | 97.96% | 97.96% |