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 | 2.36% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 119'692 | 100'000 | 52'952 CHF | 45'300 CHF | 99.38% | 99.38% |
28.01.2025 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 112'327 | 100'000 | 51'654 CHF | 47'068 CHF | 99.99% | 99.99% |
27.01.2025 | 2.56% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 131'776 | 100'000 | 51'823 CHF | 40'418 CHF | 100.00% | 100.00% |
24.01.2025 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 153'152 | 100'000 | 51'838 CHF | 34'900 CHF | 100.00% | 100.00% |
23.01.2025 | 3.14% | 0.32 CHF | 0.34 CHF | 160'000 | 100'000 | 162'652 | 100'000 | 52'011 CHF | 33'018 CHF | 99.31% | 99.31% |
22.01.2025 | 2.92% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 152'599 | 100'000 | 51'830 CHF | 35'011 CHF | 100.00% | 100.00% |
21.01.2025 | 4.02% | 0.27 CHF | 0.28 CHF | 190'000 | 100'000 | 207'777 | 100'000 | 50'702 CHF | 25'454 CHF | 99.99% | 99.99% |
20.01.2025 | 3.92% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 200'334 | 99'742 | 50'780 CHF | 26'312 CHF | 100.00% | 100.00% |
17.01.2025 | 4.25% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 219'594 | 100'000 | 50'519 CHF | 24'043 CHF | 100.00% | 100.00% |
16.01.2025 | 4.29% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 221'635 | 100'000 | 50'579 CHF | 23'869 CHF | 99.25% | 99.25% |