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 | 1.64% | 0.62 CHF | 0.63 CHF | 410,000 | 410,000 | 410,000 | 410,000 | 248,116 CHF | 252,216 CHF | 100.00% | 100.00% |
10/01/2025 | 1.85% | 0.52 CHF | 0.53 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 242,306 CHF | 246,806 CHF | 98.68% | 98.68% |
09/01/2025 | 2.45% | 0.43 CHF | 0.44 CHF | 470,000 | 470,000 | 470,000 | 470,000 | 189,876 CHF | 194,576 CHF | 100.00% | 100.00% |
08/01/2025 | 2.23% | 0.41 CHF | 0.42 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 200,140 CHF | 204,640 CHF | 100.00% | 100.00% |
07/01/2025 | 2.37% | 0.43 CHF | 0.44 CHF | 460,000 | 460,000 | 460,000 | 460,000 | 191,695 CHF | 196,295 CHF | 100.00% | 100.00% |