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 | 1.76% | 0.56 CHF | 0.57 CHF | 490,000 | 490,000 | 490,000 | 490,000 | 275,773 CHF | 280,673 CHF | 100.00% | 100.00% |
10/01/2025 | 1.67% | 0.61 CHF | 0.62 CHF | 420,000 | 420,000 | 420,000 | 420,000 | 249,477 CHF | 253,677 CHF | 99.33% | 99.33% |
09/01/2025 | 1.45% | 0.66 CHF | 0.67 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 273,858 CHF | 277,858 CHF | 100.00% | 100.00% |
08/01/2025 | 1.54% | 0.69 CHF | 0.70 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 264,146 CHF | 268,246 CHF | 100.00% | 100.00% |
07/01/2025 | 1.50% | 0.65 CHF | 0.66 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 264,865 CHF | 268,865 CHF | 100.00% | 100.00% |