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 | 4.21% | 0.24 CHF | 0.25 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 232'712 CHF | 242'712 CHF | 100.00% | 100.00% |
28.01.2025 | 3.92% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 998'933 | 998'933 | 250'494 CHF | 260'494 CHF | 99.51% | 99.51% |
27.01.2025 | 3.48% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 282'924 CHF | 292'924 CHF | 100.00% | 100.00% |
24.01.2025 | 4.00% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 245'201 CHF | 255'201 CHF | 100.00% | 100.00% |
23.01.2025 | 4.86% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 966'365 | 966'365 | 237'856 CHF | 247'746 CHF | 100.00% | 100.00% |
22.01.2025 | 4.06% | 0.25 CHF | 0.26 CHF | 1'000'000 | 1'000'000 | 998'329 | 998'329 | 241'489 CHF | 251'489 CHF | 100.00% | 100.00% |
21.01.2025 | 3.76% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 261'154 CHF | 271'154 CHF | 100.00% | 100.00% |
20.01.2025 | 3.76% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 261'068 CHF | 271'068 CHF | 99.96% | 99.96% |
17.01.2025 | 4.23% | 0.26 CHF | 0.27 CHF | 1'000'000 | 1'000'000 | 976'145 | 976'145 | 250'948 CHF | 260'816 CHF | 98.81% | 98.81% |
16.01.2025 | 3.65% | 0.27 CHF | 0.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 269'188 CHF | 279'188 CHF | 99.40% | 99.40% |