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 | 8.71% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 109'826 CHF | 119'826 CHF | 100.00% | 100.00% |
28.01.2025 | 8.26% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 998'932 | 998'932 | 116'227 CHF | 126'227 CHF | 99.51% | 99.51% |
27.01.2025 | 7.42% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 129'958 CHF | 139'958 CHF | 100.00% | 100.00% |
24.01.2025 | 8.49% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 112'930 CHF | 122'930 CHF | 100.00% | 100.00% |
23.01.2025 | 10.24% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 966'129 | 966'129 | 110'058 CHF | 119'947 CHF | 100.00% | 100.00% |
22.01.2025 | 8.60% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 998'339 | 998'339 | 111'427 CHF | 121'427 CHF | 100.00% | 100.00% |
21.01.2025 | 8.13% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 118'082 CHF | 128'082 CHF | 100.00% | 100.00% |
20.01.2025 | 8.47% | 0.12 CHF | 0.13 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 113'172 CHF | 123'172 CHF | 99.97% | 99.97% |
17.01.2025 | 9.85% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 976'160 | 976'160 | 105'112 CHF | 114'980 CHF | 98.80% | 98.80% |
16.01.2025 | 8.49% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 112'821 CHF | 122'821 CHF | 99.40% | 99.40% |