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 | 8.27% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 36'775 CHF | 13'315 CHF | 99.37% | 99.37% |
28.01.2025 | 7.55% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 38'774 CHF | 13'938 CHF | 99.99% | 99.99% |
27.01.2025 | 9.41% | 0.11 CHF | 0.12 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 31'739 CHF | 11'619 CHF | 99.99% | 99.99% |
24.01.2025 | 11.72% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 24'790 CHF | 9'290 CHF | 100.00% | 100.00% |
23.01.2025 | 12.34% | 0.08 CHF | 0.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 23'241 CHF | 8'763 CHF | 99.31% | 99.31% |
22.01.2025 | 11.30% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 25'282 CHF | 9'433 CHF | 99.98% | 99.98% |
21.01.2025 | 14.99% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 18'571 CHF | 7'190 CHF | 99.99% | 99.99% |
20.01.2025 | 14.83% | 0.06 CHF | 0.07 CHF | 300'000 | 100'000 | 299'225 | 99'742 | 18'968 CHF | 7'328 CHF | 100.00% | 100.00% |
17.01.2025 | 16.44% | 0.05 CHF | 0.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 16'873 CHF | 6'624 CHF | 100.00% | 100.00% |
16.01.2025 | 16.46% | 0.07 CHF | 0.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 16'863 CHF | 6'621 CHF | 99.25% | 99.25% |