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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.01.2025 | 1.56% | 0.63 CHF | 0.64 CHF | 270'000 | 270'000 | 269'303 | 269'303 | 171'646 CHF | 174'346 CHF | 97.34% | 97.34% |
22.01.2025 | 1.62% | 0.65 CHF | 0.66 CHF | 270'000 | 270'000 | 267'449 | 267'449 | 167'340 CHF | 170'040 CHF | 98.91% | 98.91% |
21.01.2025 | 1.41% | 0.68 CHF | 0.69 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 197'574 CHF | 200'374 CHF | 99.69% | 99.69% |
20.01.2025 | 1.41% | 0.71 CHF | 0.72 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 196'733 CHF | 199'533 CHF | 98.67% | 98.67% |
17.01.2025 | 1.38% | 0.73 CHF | 0.74 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 201'908 CHF | 204'708 CHF | 95.96% | 95.96% |
16.01.2025 | 1.37% | 0.70 CHF | 0.71 CHF | 280'000 | 280'000 | 279'911 | 279'911 | 202'646 CHF | 205'446 CHF | 100.00% | 100.00% |
15.01.2025 | 1.35% | 0.72 CHF | 0.73 CHF | 280'000 | 280'000 | 280'482 | 280'482 | 205'841 CHF | 208'646 CHF | 98.78% | 98.78% |
13.01.2025 | 1.37% | 0.72 CHF | 0.73 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 203'018 CHF | 205'818 CHF | 100.00% | 100.00% |
10.01.2025 | 1.46% | 0.70 CHF | 0.71 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 190'964 CHF | 193'764 CHF | 99.05% | 99.05% |
09.01.2025 | 1.49% | 0.66 CHF | 0.67 CHF | 280'000 | 280'000 | 279'972 | 279'972 | 186'522 CHF | 189'322 CHF | 100.00% | 100.00% |