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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 4.73% | 0.21 CHF | 0.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 103,179 CHF | 108,179 CHF | 100.00% | 100.00% |
10/01/2025 | 4.58% | 0.22 CHF | 0.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 106,813 CHF | 111,813 CHF | 100.00% | 100.00% |
09/01/2025 | 4.10% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 119,474 CHF | 124,474 CHF | 100.00% | 100.00% |
08/01/2025 | 4.36% | 0.24 CHF | 0.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 112,286 CHF | 117,286 CHF | 100.00% | 100.00% |
07/01/2025 | 4.25% | 0.22 CHF | 0.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 115,401 CHF | 120,401 CHF | 100.00% | 100.00% |