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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.01.2025 | 0.18% | 5.74 CHF | 5.75 CHF | 52'500 | 52'500 | 52'384 | 52'384 | 301'877 CHF | 302'402 CHF | 100.00% | 100.00% |
20.01.2025 | 0.18% | 5.80 CHF | 5.81 CHF | 27'500 | 27'500 | 46'967 | 46'967 | 268'980 CHF | 269'450 CHF | 100.00% | 100.00% |
17.01.2025 | 0.19% | 5.69 CHF | 5.70 CHF | 55'000 | 55'000 | 54'879 | 54'879 | 297'962 CHF | 298'512 CHF | 99.89% | 99.89% |
16.01.2025 | 0.18% | 5.47 CHF | 5.48 CHF | 55'000 | 55'000 | 54'879 | 54'879 | 303'617 CHF | 304'166 CHF | 100.00% | 100.00% |
15.01.2025 | 0.20% | 5.41 CHF | 5.42 CHF | 57'500 | 57'500 | 57'373 | 57'373 | 292'118 CHF | 292'692 CHF | 99.44% | 99.44% |
13.01.2025 | 0.21% | 4.79 CHF | 4.80 CHF | 55'000 | 55'000 | 54'876 | 54'876 | 262'505 CHF | 263'054 CHF | 100.00% | 100.00% |
10.01.2025 | 0.19% | 4.98 CHF | 4.99 CHF | 55'000 | 55'000 | 54'919 | 54'919 | 292'000 CHF | 292'550 CHF | 99.11% | 99.11% |
09.01.2025 | 0.18% | 5.41 CHF | 5.42 CHF | 55'000 | 55'000 | 55'000 | 55'000 | 297'258 CHF | 297'808 CHF | 77.94% | 77.94% |
08.01.2025 | 0.18% | 5.43 CHF | 5.44 CHF | 55'000 | 55'000 | 54'874 | 54'874 | 300'434 CHF | 300'984 CHF | 100.00% | 100.00% |
07.01.2025 | 0.17% | 5.66 CHF | 5.67 CHF | 52'500 | 52'500 | 52'383 | 52'383 | 309'653 CHF | 310'178 CHF | 100.00% | 100.00% |