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 | 17.04% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 31'428 CHF | 7'456 CHF | 99.37% | 99.37% |
28.01.2025 | 13.84% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 34'577 CHF | 7'941 CHF | 99.99% | 99.99% |
27.01.2025 | 15.91% | 0.06 CHF | 0.07 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 29'193 CHF | 6'843 CHF | 100.00% | 100.00% |
24.01.2025 | 18.52% | 0.05 CHF | 0.06 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 24'809 CHF | 5'972 CHF | 100.00% | 100.00% |
23.01.2025 | 22.03% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 20'632 CHF | 5'145 CHF | 99.31% | 99.31% |
22.01.2025 | 21.71% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 21'914 CHF | 5'441 CHF | 100.00% | 100.00% |
21.01.2025 | 22.92% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'453 CHF | 4'891 CHF | 99.99% | 99.99% |
20.01.2025 | 22.51% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 99'741 | 19'948 CHF | 4'987 CHF | 100.00% | 100.00% |
17.01.2025 | 23.09% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'318 CHF | 4'864 CHF | 100.00% | 100.00% |
16.01.2025 | 22.77% | 0.04 CHF | 0.05 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 19'567 CHF | 4'913 CHF | 99.25% | 99.25% |