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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.01.2025 | 0.45% | 2.14 CHF | 2.15 CHF | 548'600 | 548'600 | 548'600 | 548'600 | 1'211'390 CHF | 1'216'870 CHF | 100.00% | 100.00% |
28.01.2025 | 0.48% | 2.16 CHF | 2.17 CHF | 602'900 | 602'900 | 602'280 | 602'280 | 1'249'190 CHF | 1'255'220 CHF | 98.67% | 98.67% |
27.01.2025 | 0.55% | 1.91 CHF | 1.92 CHF | 502'100 | 502'100 | 502'100 | 502'100 | 914'027 CHF | 919'048 CHF | 100.00% | 100.00% |
24.01.2025 | 0.40% | 2.52 CHF | 2.53 CHF | 486'000 | 486'000 | 486'000 | 486'000 | 1'212'860 CHF | 1'217'720 CHF | 100.00% | 100.00% |
23.01.2025 | 0.43% | 2.42 CHF | 2.43 CHF | 513'600 | 513'600 | 512'209 | 512'209 | 1'199'980 CHF | 1'205'110 CHF | 100.00% | 100.00% |
22.01.2025 | 0.42% | 2.39 CHF | 2.40 CHF | 547'400 | 547'400 | 547'209 | 547'209 | 1'286'950 CHF | 1'292'420 CHF | 100.00% | 100.00% |
21.01.2025 | 0.47% | 2.15 CHF | 2.16 CHF | 596'600 | 596'600 | 596'600 | 596'600 | 1'264'130 CHF | 1'270'100 CHF | 100.00% | 100.00% |
20.01.2025 | 0.48% | 2.13 CHF | 2.14 CHF | 298'300 | 298'300 | 531'402 | 531'402 | 1'097'880 CHF | 1'103'200 CHF | 100.00% | 100.00% |
17.01.2025 | 0.52% | 2.07 CHF | 2.08 CHF | 660'700 | 660'700 | 660'691 | 660'691 | 1'276'590 CHF | 1'283'190 CHF | 99.77% | 99.77% |
16.01.2025 | 0.52% | 1.89 CHF | 1.90 CHF | 644'500 | 644'500 | 644'500 | 644'500 | 1'225'820 CHF | 1'232'270 CHF | 100.00% | 100.00% |