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 | 9.74% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 97'678 CHF | 107'678 CHF | 100.00% | 100.00% |
28.01.2025 | 9.24% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 998'933 | 998'933 | 103'327 CHF | 113'327 CHF | 99.51% | 99.51% |
27.01.2025 | 8.28% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 115'866 CHF | 125'866 CHF | 100.00% | 100.00% |
24.01.2025 | 9.48% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 100'555 CHF | 110'555 CHF | 100.00% | 100.00% |
23.01.2025 | 11.51% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 966'400 | 966'400 | 97'384 CHF | 107'274 CHF | 100.00% | 100.00% |
22.01.2025 | 9.61% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 998'274 | 998'274 | 99'193 CHF | 109'193 CHF | 100.00% | 100.00% |
21.01.2025 | 9.13% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 104'481 CHF | 114'481 CHF | 100.00% | 100.00% |
20.01.2025 | 9.08% | 0.10 CHF | 0.11 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 105'149 CHF | 115'149 CHF | 99.95% | 99.95% |
17.01.2025 | 10.13% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 976'170 | 976'170 | 102'018 CHF | 111'886 CHF | 98.80% | 98.80% |
16.01.2025 | 8.76% | 0.11 CHF | 0.12 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 109'139 CHF | 119'139 CHF | 99.40% | 99.40% |