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 | 1.18% | 0.89 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'016 CHF | 92'094 CHF | 99.37% | 99.37% |
28.01.2025 | 1.10% | 0.89 CHF | 0.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'778 CHF | 93'804 CHF | 100.00% | 100.00% |
27.01.2025 | 1.24% | 0.87 CHF | 0.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'721 CHF | 85'775 CHF | 99.99% | 99.99% |
24.01.2025 | 1.33% | 0.78 CHF | 0.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'963 CHF | 79'008 CHF | 100.00% | 100.00% |
23.01.2025 | 1.34% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'338 CHF | 76'353 CHF | 99.32% | 99.32% |
22.01.2025 | 1.29% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 77'505 CHF | 78'513 CHF | 100.00% | 100.00% |
21.01.2025 | 1.56% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'785 CHF | 64'785 CHF | 99.99% | 99.99% |
20.01.2025 | 1.54% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'793 | 99'741 | 64'814 CHF | 65'787 CHF | 100.00% | 100.00% |
17.01.2025 | 1.60% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'187 CHF | 63'187 CHF | 100.00% | 100.00% |
16.01.2025 | 1.61% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'764 CHF | 62'764 CHF | 99.25% | 99.25% |