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 | 28.97% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'375'680 | 2'375'680 | 71'270 CHF | 95'080 CHF | 100.00% | 100.00% |
28.01.2025 | 28.94% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'225'280 | 2'212'000 | 66'839 CHF | 88'561 CHF | 100.00% | 100.00% |
27.01.2025 | 23.30% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'192'550 | 2'116'020 | 84'030 CHF | 102'112 CHF | 98.32% | 98.32% |
24.01.2025 | 25.40% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'001'770 | 2'001'770 | 70'448 CHF | 90'600 CHF | 99.94% | 99.94% |
23.01.2025 | 22.62% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'894'590 | 1'894'590 | 75'784 CHF | 94'793 CHF | 100.00% | 100.00% |
22.01.2025 | 22.56% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 1'836'580 | 1'836'580 | 73'463 CHF | 91'866 CHF | 100.00% | 100.00% |
21.01.2025 | 20.39% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'814'150 | 1'814'150 | 81'211 CHF | 99'390 CHF | 100.00% | 100.00% |
20.01.2025 | 20.34% | 0.04 CHF | 0.05 CHF | 1'696'400 | 1'696'400 | 1'538'700 | 1'535'740 | 67'930 CHF | 83'169 CHF | 99.90% | 99.90% |
17.01.2025 | 20.59% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'797'150 | 1'797'150 | 79'835 CHF | 97'877 CHF | 99.96% | 99.96% |
16.01.2025 | 20.44% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 1'853'510 | 1'853'510 | 83'408 CHF | 102'036 CHF | 100.00% | 100.00% |