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 | 3.90% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 499,878 | 499,887 | 132,947 CHF | 137,950 CHF | 100.00% | 100.00% |
16/01/2025 | 1.62% | 0.63 CHF | 0.64 CHF | 500,000 | 500,000 | 500,000 | 499,980 | 307,132 CHF | 312,119 CHF | 99.91% | 99.91% |
15/01/2025 | 1.30% | 0.60 CHF | 0.61 CHF | 500,000 | 500,000 | 491,634 | 491,634 | 409,789 CHF | 414,761 CHF | 99.93% | 99.93% |
13/01/2025 | 0.71% | 1.31 CHF | 1.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 699,005 CHF | 704,005 CHF | 100.00% | 100.00% |
10/01/2025 | 0.97% | 1.24 CHF | 1.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 517,620 CHF | 522,620 CHF | 99.80% | 99.80% |
09/01/2025 | 0.95% | 1.06 CHF | 1.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 526,718 CHF | 531,718 CHF | 100.00% | 100.00% |
08/01/2025 | 0.99% | 1.05 CHF | 1.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 506,883 CHF | 511,883 CHF | 99.72% | 99.72% |
07/01/2025 | 0.92% | 1.03 CHF | 1.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 542,072 CHF | 547,072 CHF | 100.00% | 100.00% |