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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/01/2025 | 0.45% | 9.11 CHF | 9.13 CHF | 42,000 | 42,000 | 19,101 | 19,101 | 175,213 CHF | 175,852 CHF | 100.00% | 100.00% |
09/01/2025 | 0.35% | 9.25 CHF | 9.29 CHF | 17,000 | 17,000 | 13,727 | 13,727 | 126,146 CHF | 126,590 CHF | 99.51% | 99.51% |
08/01/2025 | 0.34% | 9.22 CHF | 9.24 CHF | 42,000 | 42,000 | 19,080 | 19,080 | 178,242 CHF | 178,761 CHF | 99.63% | 99.63% |
07/01/2025 | 0.32% | 9.77 CHF | 9.79 CHF | 40,000 | 40,000 | 17,813 | 17,699 | 181,066 CHF | 180,381 CHF | 99.78% | 99.78% |
06/01/2025 | 0.33% | 10.60 CHF | 10.62 CHF | 38,000 | 38,000 | 17,593 | 17,593 | 180,376 CHF | 180,872 CHF | 99.75% | 99.75% |
30/12/2024 | 0.31% | 8.75 CHF | 8.77 CHF | 44,000 | 44,000 | 19,509 | 19,506 | 176,235 CHF | 176,698 CHF | 99.63% | 99.63% |
27/12/2024 | 0.34% | 9.52 CHF | 9.54 CHF | 42,000 | 42,000 | 18,317 | 18,317 | 177,307 CHF | 177,818 CHF | 99.46% | 99.46% |
23/12/2024 | 0.34% | 9.45 CHF | 9.47 CHF | 42,000 | 42,000 | 18,231 | 18,231 | 176,891 CHF | 177,400 CHF | 100.00% | 100.00% |
20/12/2024 | 0.32% | 10.04 CHF | 10.06 CHF | 40,000 | 40,000 | 18,683 | 18,683 | 177,546 CHF | 178,033 CHF | 98.73% | 98.73% |
19/12/2024 | 0.32% | 9.98 CHF | 10.00 CHF | 40,000 | 40,000 | 17,744 | 17,744 | 184,806 CHF | 185,311 CHF | 100.00% | 100.00% |