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 | 4.40% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 111,387 CHF | 116,387 CHF | 100.00% | 100.00% |
10/01/2025 | 5.21% | 0.18 CHF | 0.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 94,898 CHF | 99,898 CHF | 99.96% | 99.96% |
09/01/2025 | 7.44% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 64,780 CHF | 69,780 CHF | 100.00% | 100.00% |
08/01/2025 | 6.68% | 0.13 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 72,391 CHF | 77,391 CHF | 100.00% | 100.00% |
07/01/2025 | 7.20% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 66,970 CHF | 71,970 CHF | 100.00% | 100.00% |