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 | 6.98% | 0.14 CHF | 0.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 69,272 CHF | 74,272 CHF | 100.00% | 100.00% |
10/01/2025 | 8.31% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 58,769 CHF | 63,769 CHF | 100.00% | 100.00% |
09/01/2025 | 11.73% | 0.09 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 40,148 CHF | 45,148 CHF | 100.00% | 100.00% |
08/01/2025 | 10.67% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 44,395 CHF | 49,395 CHF | 100.00% | 100.00% |
07/01/2025 | 11.43% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 41,290 CHF | 46,290 CHF | 100.00% | 100.00% |