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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.01.2025 | 0.48% | 103.74 % | 104.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'420 CHF | 260'670 CHF | 100.00% | 100.00% |
21.01.2025 | 0.48% | 103.77 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'450 CHF | 260'700 CHF | 100.00% | 100.00% |
20.01.2025 | 0.48% | 103.77 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'422 CHF | 260'672 CHF | 100.00% | 100.00% |
17.01.2025 | 0.48% | 103.77 % | 104.27 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'335 CHF | 260'585 CHF | 100.00% | 100.00% |
16.01.2025 | 0.48% | 103.64 % | 104.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'053 CHF | 260'303 CHF | 100.00% | 100.00% |
15.01.2025 | 0.48% | 103.62 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'746 CHF | 259'996 CHF | 100.00% | 100.00% |
13.01.2025 | 0.48% | 103.39 % | 103.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'549 CHF | 259'799 CHF | 100.00% | 100.00% |
10.01.2025 | 0.48% | 103.54 % | 104.04 % | 250'000 | 250'000 | 250'000 | 250'000 | 258'872 CHF | 260'122 CHF | 100.00% | 100.00% |
09.01.2025 | 0.48% | 103.62 % | 104.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'061 CHF | 260'311 CHF | 100.00% | 100.00% |
08.01.2025 | 0.48% | 103.69 % | 104.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 259'212 CHF | 260'462 CHF | 100.00% | 100.00% |