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 | 0.39% | 2.59 CHF | 2.60 CHF | 49'000 | 49'000 | 49'008 | 49'008 | 126'639 CHF | 127'129 CHF | 100.00% | 100.00% |
28.01.2025 | 0.38% | 2.60 CHF | 2.61 CHF | 49'000 | 49'000 | 48'974 | 48'974 | 127'766 CHF | 128'256 CHF | 100.00% | 100.00% |
27.01.2025 | 0.39% | 2.57 CHF | 2.58 CHF | 49'000 | 49'000 | 49'412 | 49'412 | 126'495 CHF | 126'989 CHF | 100.00% | 100.00% |
24.01.2025 | 0.39% | 2.52 CHF | 2.53 CHF | 50'000 | 50'000 | 49'638 | 49'638 | 125'939 CHF | 126'435 CHF | 100.00% | 100.00% |
23.01.2025 | 0.41% | 2.48 CHF | 2.49 CHF | 50'000 | 50'000 | 50'103 | 50'103 | 122'935 CHF | 123'437 CHF | 100.00% | 100.00% |
22.01.2025 | 0.42% | 2.38 CHF | 2.39 CHF | 51'000 | 51'000 | 50'197 | 50'197 | 121'626 CHF | 122'133 CHF | 100.00% | 100.00% |
21.01.2025 | 0.41% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 50'837 | 50'837 | 123'954 CHF | 124'462 CHF | 100.00% | 100.00% |
20.01.2025 | 0.41% | 2.44 CHF | 2.45 CHF | 50'000 | 50'000 | 50'715 | 50'715 | 123'179 CHF | 123'686 CHF | 100.00% | 100.00% |
17.01.2025 | 0.42% | 2.36 CHF | 2.37 CHF | 51'000 | 51'000 | 51'007 | 51'007 | 120'956 CHF | 121'466 CHF | 100.00% | 100.00% |
16.01.2025 | 0.42% | 2.35 CHF | 2.36 CHF | 51'000 | 51'000 | 51'141 | 51'141 | 121'022 CHF | 121'534 CHF | 100.00% | 100.00% |