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 | 12.21% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 26'152 CHF | 9'845 CHF | 99.37% | 99.37% |
28.01.2025 | 10.72% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 26'928 CHF | 9'992 CHF | 99.99% | 99.99% |
27.01.2025 | 12.49% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 23'342 CHF | 8'812 CHF | 100.00% | 100.00% |
24.01.2025 | 15.72% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'446 CHF | 7'197 CHF | 100.00% | 100.00% |
23.01.2025 | 15.38% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'000 CHF | 7'000 CHF | 99.32% | 99.32% |
22.01.2025 | 15.47% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'007 CHF | 7'009 CHF | 100.00% | 100.00% |
21.01.2025 | 18.14% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 15'049 CHF | 6'016 CHF | 99.99% | 99.99% |
20.01.2025 | 17.93% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 299'225 | 99'742 | 15'402 CHF | 6'139 CHF | 100.00% | 100.00% |
17.01.2025 | 18.27% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 14'938 CHF | 5'979 CHF | 100.00% | 100.00% |
16.01.2025 | 18.14% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 15'052 CHF | 6'017 CHF | 99.25% | 99.25% |