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 | 0.56% | 1.75 CHF | 1.76 CHF | 311'000 | 311'000 | 311'000 | 311'000 | 551'620 CHF | 554'730 CHF | 100.00% | 100.00% |
28.01.2025 | 0.59% | 1.69 CHF | 1.70 CHF | 314'700 | 314'700 | 314'425 | 314'425 | 531'601 CHF | 534'748 CHF | 98.67% | 98.67% |
27.01.2025 | 0.65% | 1.65 CHF | 1.66 CHF | 296'900 | 296'900 | 296'900 | 296'900 | 459'071 CHF | 462'040 CHF | 100.00% | 100.00% |
24.01.2025 | 0.55% | 1.74 CHF | 1.75 CHF | 297'600 | 297'600 | 297'600 | 297'600 | 540'540 CHF | 543'516 CHF | 100.00% | 100.00% |
23.01.2025 | 0.60% | 1.73 CHF | 1.74 CHF | 303'400 | 303'400 | 302'572 | 302'572 | 509'582 CHF | 512'616 CHF | 100.00% | 100.00% |
22.01.2025 | 0.58% | 1.67 CHF | 1.68 CHF | 324'000 | 324'000 | 324'000 | 324'000 | 553'089 CHF | 556'329 CHF | 100.00% | 100.00% |
21.01.2025 | 0.64% | 1.58 CHF | 1.59 CHF | 324'600 | 324'600 | 324'600 | 324'600 | 505'749 CHF | 508'995 CHF | 100.00% | 100.00% |
20.01.2025 | 0.64% | 1.58 CHF | 1.59 CHF | 332'900 | 332'900 | 332'900 | 332'900 | 519'170 CHF | 522'499 CHF | 99.90% | 99.90% |
17.01.2025 | 0.66% | 1.52 CHF | 1.53 CHF | 356'600 | 356'600 | 356'537 | 356'537 | 539'084 CHF | 542'650 CHF | 99.89% | 99.89% |
16.01.2025 | 0.72% | 1.37 CHF | 1.38 CHF | 403'200 | 403'200 | 403'200 | 403'200 | 555'073 CHF | 559'105 CHF | 100.00% | 100.00% |