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 | 1.00% | 1.03 CHF | 1.04 CHF | 86'000 | 86'000 | 87'246 | 87'246 | 86'952 CHF | 87'825 CHF | 100.00% | 100.00% |
29.01.2025 | 1.09% | 0.88 CHF | 0.89 CHF | 90'000 | 90'000 | 89'353 | 89'353 | 81'891 CHF | 82'785 CHF | 100.00% | 100.00% |
28.01.2025 | 1.21% | 0.80 CHF | 0.81 CHF | 92'000 | 92'000 | 91'804 | 91'804 | 75'628 CHF | 76'547 CHF | 100.00% | 100.00% |
27.01.2025 | 1.30% | 0.81 CHF | 0.82 CHF | 92'000 | 92'000 | 93'441 | 93'441 | 71'761 CHF | 72'696 CHF | 98.63% | 98.63% |
24.01.2025 | 0.96% | 1.01 CHF | 1.02 CHF | 87'000 | 87'000 | 86'333 | 86'333 | 89'421 CHF | 90'284 CHF | 100.00% | 100.00% |
23.01.2025 | 1.03% | 0.97 CHF | 0.98 CHF | 88'000 | 88'000 | 87'545 | 87'545 | 85'514 CHF | 86'393 CHF | 100.00% | 100.00% |
22.01.2025 | 0.96% | 1.05 CHF | 1.06 CHF | 86'000 | 86'000 | 85'060 | 85'060 | 90'034 CHF | 90'893 CHF | 100.00% | 100.00% |
21.01.2025 | 1.01% | 1.00 CHF | 1.01 CHF | 87'000 | 87'000 | 87'690 | 87'690 | 86'227 CHF | 87'104 CHF | 100.00% | 100.00% |
20.01.2025 | 1.04% | 0.97 CHF | 0.98 CHF | 88'000 | 88'000 | 88'318 | 88'318 | 84'820 CHF | 85'703 CHF | 100.00% | 100.00% |
17.01.2025 | 1.02% | 0.98 CHF | 0.99 CHF | 88'000 | 88'000 | 88'000 | 88'000 | 85'578 CHF | 86'458 CHF | 99.52% | 99.52% |