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 | 2.92% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 148'277 | 100'000 | 51'928 CHF | 36'072 CHF | 99.37% | 99.37% |
28.01.2025 | 2.75% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 141'549 | 100'000 | 51'041 CHF | 37'076 CHF | 99.99% | 99.99% |
27.01.2025 | 3.18% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 163'168 | 100'000 | 51'822 CHF | 32'831 CHF | 100.00% | 100.00% |
24.01.2025 | 3.52% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 180'957 | 100'000 | 50'758 CHF | 29'059 CHF | 100.00% | 100.00% |
23.01.2025 | 3.73% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 193'958 | 100'000 | 51'554 CHF | 27'615 CHF | 99.31% | 99.31% |
22.01.2025 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 185'888 | 100'000 | 51'034 CHF | 28'506 CHF | 100.00% | 100.00% |
21.01.2025 | 4.51% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 232'996 | 100'000 | 50'498 CHF | 22'700 CHF | 99.99% | 99.99% |
20.01.2025 | 4.43% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 226'097 | 99'742 | 50'557 CHF | 23'328 CHF | 100.00% | 100.00% |
17.01.2025 | 4.64% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 239'096 | 100'000 | 50'386 CHF | 22'090 CHF | 100.00% | 100.00% |
16.01.2025 | 4.67% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 240'528 | 100'000 | 50'331 CHF | 21'947 CHF | 99.25% | 99.25% |