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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.01.2025 | 0.76% | 2.70 CHF | 2.72 CHF | 43'000 | 43'000 | 43'960 | 43'960 | 115'773 CHF | 116'653 CHF | 100.00% | 100.00% |
29.01.2025 | 0.81% | 2.40 CHF | 2.42 CHF | 45'000 | 45'000 | 44'971 | 44'971 | 111'179 CHF | 112'078 CHF | 100.00% | 100.00% |
28.01.2025 | 0.87% | 2.25 CHF | 2.27 CHF | 46'000 | 46'000 | 46'080 | 46'080 | 105'392 CHF | 106'314 CHF | 100.00% | 100.00% |
27.01.2025 | 0.92% | 2.27 CHF | 2.29 CHF | 46'000 | 46'000 | 46'985 | 46'985 | 102'235 CHF | 103'175 CHF | 98.65% | 98.65% |
24.01.2025 | 0.74% | 2.65 CHF | 2.67 CHF | 44'000 | 44'000 | 43'336 | 43'336 | 117'430 CHF | 118'297 CHF | 100.00% | 100.00% |
23.01.2025 | 0.77% | 2.57 CHF | 2.59 CHF | 44'000 | 44'000 | 43'831 | 43'831 | 113'654 CHF | 114'534 CHF | 100.00% | 100.00% |
22.01.2025 | 0.74% | 2.74 CHF | 2.76 CHF | 43'000 | 43'000 | 42'595 | 42'595 | 117'453 CHF | 118'313 CHF | 100.00% | 100.00% |
21.01.2025 | 0.76% | 2.63 CHF | 2.65 CHF | 44'000 | 44'000 | 44'005 | 44'005 | 114'695 CHF | 115'575 CHF | 100.00% | 100.00% |
20.01.2025 | 0.78% | 2.59 CHF | 2.61 CHF | 44'000 | 44'000 | 44'322 | 44'322 | 113'477 CHF | 114'363 CHF | 100.00% | 100.00% |
17.01.2025 | 0.77% | 2.59 CHF | 2.61 CHF | 44'000 | 44'000 | 44'000 | 44'000 | 113'698 CHF | 114'578 CHF | 99.54% | 99.54% |