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 | 3.98% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 192'513 | 100'000 | 51'473 CHF | 27'833 CHF | 99.38% | 99.38% |
28.01.2025 | 3.64% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 182'703 | 100'000 | 50'642 CHF | 28'759 CHF | 99.99% | 99.99% |
27.01.2025 | 4.28% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 209'013 | 100'000 | 50'347 CHF | 25'183 CHF | 100.00% | 100.00% |
24.01.2025 | 4.75% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 239'283 | 100'000 | 50'406 CHF | 22'097 CHF | 100.00% | 100.00% |
23.01.2025 | 4.94% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 253'739 | 100'000 | 50'382 CHF | 20'884 CHF | 99.32% | 99.32% |
22.01.2025 | 4.94% | 0.19 CHF | 0.20 CHF | 270'000 | 100'000 | 245'312 | 100'000 | 50'275 CHF | 21'553 CHF | 100.00% | 100.00% |
21.01.2025 | 6.02% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 299'647 | 100'000 | 48'388 CHF | 17'150 CHF | 99.99% | 99.99% |
20.01.2025 | 5.93% | 0.16 CHF | 0.17 CHF | 300'000 | 100'000 | 297'491 | 99'742 | 49'774 CHF | 17'711 CHF | 100.00% | 100.00% |
17.01.2025 | 6.15% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 47'374 CHF | 16'791 CHF | 100.00% | 100.00% |
16.01.2025 | 6.18% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 47'097 CHF | 16'699 CHF | 99.25% | 99.25% |