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 | 3.45% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 172'280 | 100'000 | 51'557 CHF | 30'991 CHF | 99.37% | 99.37% |
28.01.2025 | 3.18% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 164'203 | 100'000 | 51'604 CHF | 32'467 CHF | 99.99% | 99.99% |
27.01.2025 | 3.97% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 196'124 | 100'000 | 51'312 CHF | 27'299 CHF | 99.99% | 99.99% |
24.01.2025 | 4.60% | 0.22 CHF | 0.23 CHF | 230'000 | 100'000 | 230'572 | 100'000 | 50'559 CHF | 22'974 CHF | 100.00% | 100.00% |
23.01.2025 | 4.87% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 243'681 | 100'000 | 50'230 CHF | 21'661 CHF | 99.31% | 99.31% |
22.01.2025 | 4.43% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 228'000 | 100'000 | 50'555 CHF | 23'204 CHF | 100.00% | 100.00% |
21.01.2025 | 6.20% | 0.18 CHF | 0.19 CHF | 280'000 | 100'000 | 326'735 | 100'000 | 51'036 CHF | 16'663 CHF | 99.99% | 99.99% |
20.01.2025 | 6.02% | 0.16 CHF | 0.17 CHF | 320'000 | 100'000 | 313'316 | 99'741 | 51'103 CHF | 17'302 CHF | 100.00% | 100.00% |
17.01.2025 | 6.62% | 0.14 CHF | 0.15 CHF | 360'000 | 100'000 | 347'836 | 100'000 | 50'791 CHF | 15'634 CHF | 100.00% | 100.00% |
16.01.2025 | 6.68% | 0.17 CHF | 0.18 CHF | 300'000 | 100'000 | 350'723 | 100'000 | 50'734 CHF | 15'505 CHF | 99.25% | 99.25% |