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 | 1.08% | 0.93 CHF | 0.94 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 303,755 CHF | 307,055 CHF | 100.00% | 100.00% |
10/01/2025 | 1.18% | 0.82 CHF | 0.83 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 295,528 CHF | 299,028 CHF | 94.85% | 94.85% |
09/01/2025 | 1.47% | 0.71 CHF | 0.72 CHF | 360,000 | 360,000 | 360,000 | 360,000 | 243,278 CHF | 246,878 CHF | 100.00% | 100.00% |
08/01/2025 | 1.36% | 0.68 CHF | 0.69 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 255,384 CHF | 258,884 CHF | 100.00% | 100.00% |
07/01/2025 | 1.43% | 0.71 CHF | 0.72 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 242,440 CHF | 245,940 CHF | 100.00% | 100.00% |