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 | 1.84% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 99'948 | 58'021 CHF | 59'069 CHF | 99.37% | 99.37% |
28.01.2025 | 1.69% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'559 CHF | 60'573 CHF | 99.99% | 99.99% |
27.01.2025 | 1.90% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'487 | 100'000 | 53'556 CHF | 54'338 CHF | 99.99% | 99.99% |
24.01.2025 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'922 CHF | 49'136 CHF | 100.00% | 100.00% |
23.01.2025 | 2.22% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 112'944 | 100'000 | 51'967 CHF | 47'070 CHF | 99.31% | 99.31% |
22.01.2025 | 2.14% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 110'274 | 100'000 | 52'360 CHF | 48'515 CHF | 100.00% | 100.00% |
21.01.2025 | 2.60% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 136'867 | 100'000 | 52'043 CHF | 39'062 CHF | 99.99% | 99.99% |
20.01.2025 | 2.59% | 0.38 CHF | 0.39 CHF | 140'000 | 100'000 | 133'883 | 99'742 | 52'038 CHF | 39'812 CHF | 100.00% | 100.00% |
17.01.2025 | 2.66% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 139'929 | 100'000 | 51'838 CHF | 38'061 CHF | 100.00% | 100.00% |
16.01.2025 | 2.68% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 140'303 | 100'000 | 51'603 CHF | 37'800 CHF | 99.25% | 99.25% |