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 | 0.12% | 8.14 CHF | 8.15 CHF | 100'000 | 100'000 | 99'223 | 99'223 | 805'913 CHF | 806'906 CHF | 99.83% | 99.83% |
28.01.2025 | 0.12% | 8.03 CHF | 8.04 CHF | 100'000 | 100'000 | 99'260 | 99'260 | 801'785 CHF | 802'778 CHF | 99.78% | 99.78% |
27.01.2025 | 0.13% | 7.94 CHF | 7.95 CHF | 100'000 | 100'000 | 99'307 | 99'305 | 769'278 CHF | 770'253 CHF | 99.73% | 99.73% |
24.01.2025 | 0.13% | 7.64 CHF | 7.65 CHF | 100'000 | 100'000 | 99'131 | 99'131 | 761'481 CHF | 762'474 CHF | 99.95% | 99.95% |
23.01.2025 | 0.13% | 7.58 CHF | 7.59 CHF | 100'000 | 100'000 | 99'184 | 99'184 | 746'389 CHF | 747'382 CHF | 99.83% | 99.83% |
22.01.2025 | 0.13% | 7.47 CHF | 7.48 CHF | 100'000 | 100'000 | 99'218 | 99'218 | 745'793 CHF | 746'786 CHF | 99.83% | 99.83% |
21.01.2025 | 0.14% | 7.31 CHF | 7.32 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 712'755 CHF | 713'747 CHF | 100.00% | 100.00% |
20.01.2025 | 0.14% | 7.16 CHF | 7.17 CHF | 100'000 | 100'000 | 99'061 | 99'055 | 707'069 CHF | 708'021 CHF | 100.00% | 100.00% |
17.01.2025 | 0.14% | 7.09 CHF | 7.10 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 700'548 CHF | 701'539 CHF | 100.00% | 100.00% |
16.01.2025 | 0.15% | 6.96 CHF | 6.97 CHF | 100'000 | 100'000 | 99'059 | 99'056 | 681'332 CHF | 682'301 CHF | 100.00% | 100.00% |