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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.01.2025 | 0.84% | 95.30 % | 96.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'945 CHF | 479'945 CHF | 100.00% | 100.00% |
29.01.2025 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'738 CHF | 478'738 CHF | 99.29% | 99.29% |
28.01.2025 | 0.84% | 95.10 % | 95.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'072 CHF | 479'072 CHF | 97.39% | 97.39% |
27.01.2025 | 0.85% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 469'829 CHF | 473'829 CHF | 100.00% | 100.00% |
24.01.2025 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'745 CHF | 467'745 CHF | 99.62% | 99.62% |
23.01.2025 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'821 CHF | 465'821 CHF | 96.32% | 96.32% |
22.01.2025 | 0.86% | 92.30 % | 93.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'812 CHF | 466'812 CHF | 99.12% | 99.12% |
21.01.2025 | 0.86% | 92.50 % | 93.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'692 CHF | 465'692 CHF | 99.08% | 99.08% |
20.01.2025 | 0.86% | 92.40 % | 93.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 461'758 CHF | 465'758 CHF | 96.66% | 96.66% |
17.01.2025 | 0.87% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 459'943 CHF | 463'943 CHF | 98.59% | 98.59% |