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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 2.25% | 1.63 CHF | 1.68 CHF | 1,500 | 1,500 | 20,129 | 1,690 | 34,239 CHF | 2,909 CHF | 99.81% | 99.81% |
16/01/2025 | 3.36% | 1.70 CHF | 1.75 CHF | 1,500 | 1,500 | 5,506 | 1,282 | 9,476 CHF | 2,244 CHF | 99.55% | 99.55% |
15/01/2025 | 1.57% | 1.78 CHF | 1.79 CHF | 30,000 | 7,500 | 26,382 | 2,587 | 51,558 CHF | 4,964 CHF | 88.03% | 88.03% |
13/01/2025 | 2.86% | 2.21 CHF | 2.26 CHF | 1,500 | 1,500 | 639 | 639 | 1,415 CHF | 1,453 CHF | 100.00% | 100.00% |
10/01/2025 | 1.48% | 2.16 CHF | 2.17 CHF | 30,000 | 7,500 | 28,719 | 2,354 | 55,206 CHF | 4,643 CHF | 80.25% | 80.25% |
09/01/2025 | 1.50% | 1.90 CHF | 1.93 CHF | 30,000 | 2,000 | 30,000 | 2,000 | 56,782 CHF | 3,843 CHF | 77.70% | 77.70% |
08/01/2025 | 2.34% | 1.91 CHF | 1.96 CHF | 1,500 | 1,500 | 14,908 | 1,412 | 27,703 CHF | 2,702 CHF | 99.13% | 99.13% |
07/01/2025 | 1.42% | 1.81 CHF | 1.82 CHF | 30,000 | 7,500 | 30,005 | 3,195 | 51,483 CHF | 5,604 CHF | 100.00% | 100.00% |
06/01/2025 | 1.44% | 1.64 CHF | 1.65 CHF | 40,000 | 7,500 | 34,600 | 3,195 | 58,027 CHF | 5,399 CHF | 99.99% | 99.99% |
30/12/2024 | 2.08% | 1.90 CHF | 1.95 CHF | 1,500 | 1,500 | 19,225 | 1,644 | 34,528 CHF | 3,061 CHF | 99.99% | 99.99% |