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 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 115'999 | 100'000 | 52'544 CHF | 46'384 CHF | 99.37% | 99.37% |
28.01.2025 | 2.14% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 110'997 | 100'000 | 51'782 CHF | 47'678 CHF | 99.99% | 99.99% |
27.01.2025 | 2.56% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 125'814 | 100'000 | 51'966 CHF | 42'438 CHF | 99.99% | 99.99% |
24.01.2025 | 2.67% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 140'000 | 100'000 | 51'704 CHF | 37'932 CHF | 100.00% | 100.00% |
23.01.2025 | 3.09% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 146'805 | 100'000 | 51'652 CHF | 36'309 CHF | 99.32% | 99.32% |
22.01.2025 | 2.73% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 140'917 | 100'000 | 51'290 CHF | 37'416 CHF | 100.00% | 100.00% |
21.01.2025 | 3.41% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 177'653 | 100'000 | 51'210 CHF | 29'847 CHF | 99.99% | 99.99% |
20.01.2025 | 3.36% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 174'831 | 99'741 | 51'786 CHF | 30'571 CHF | 100.00% | 100.00% |
17.01.2025 | 3.50% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 182'102 | 100'000 | 51'117 CHF | 29'089 CHF | 100.00% | 100.00% |
16.01.2025 | 3.53% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 183'248 | 100'000 | 51'021 CHF | 28'868 CHF | 99.25% | 99.25% |