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 | 1.45% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'239 CHF | 74'306 CHF | 99.37% | 99.37% |
28.01.2025 | 1.35% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'859 CHF | 75'873 CHF | 100.00% | 100.00% |
27.01.2025 | 1.63% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'681 CHF | 68'795 CHF | 99.99% | 99.99% |
24.01.2025 | 1.66% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'688 CHF | 62'721 CHF | 100.00% | 100.00% |
23.01.2025 | 1.68% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'391 CHF | 60'397 CHF | 99.32% | 99.32% |
22.01.2025 | 1.76% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'149 CHF | 62'234 CHF | 100.00% | 100.00% |
21.01.2025 | 2.00% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 106'075 | 100'000 | 52'507 CHF | 50'563 CHF | 99.99% | 99.99% |
20.01.2025 | 1.98% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'693 | 99'741 | 51'020 CHF | 51'562 CHF | 100.00% | 100.00% |
17.01.2025 | 2.05% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 108'675 | 100'000 | 52'544 CHF | 49'371 CHF | 100.00% | 100.00% |
16.01.2025 | 2.06% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 109'337 | 100'000 | 52'465 CHF | 49'003 CHF | 99.25% | 99.25% |