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 | 0.31% | 3.20 CHF | 3.21 CHF | 164'000 | 164'000 | 68'796 | 68'796 | 222'014 CHF | 222'703 CHF | 99.61% | 99.61% |
28.01.2025 | 0.33% | 3.21 CHF | 3.22 CHF | 164'000 | 164'000 | 70'199 | 69'912 | 220'676 CHF | 220'487 CHF | 100.00% | 100.00% |
27.01.2025 | 0.56% | 3.09 CHF | 3.10 CHF | 168'000 | 168'000 | 74'622 | 72'784 | 212'472 CHF | 208'463 CHF | 98.22% | 98.22% |
24.01.2025 | 0.35% | 2.94 CHF | 2.95 CHF | 172'000 | 172'000 | 72'944 | 72'944 | 212'985 CHF | 213'717 CHF | 98.44% | 98.44% |
23.01.2025 | 0.37% | 2.82 CHF | 2.83 CHF | 175'000 | 175'000 | 73'577 | 73'577 | 205'793 CHF | 206'531 CHF | 99.38% | 99.38% |
22.01.2025 | 0.38% | 2.81 CHF | 2.82 CHF | 175'000 | 175'000 | 74'216 | 74'216 | 205'937 CHF | 206'686 CHF | 99.57% | 99.57% |
21.01.2025 | 0.38% | 2.68 CHF | 2.69 CHF | 180'000 | 180'000 | 75'323 | 75'323 | 202'855 CHF | 203'610 CHF | 99.59% | 99.59% |
20.01.2025 | 0.37% | 2.73 CHF | 2.74 CHF | 54'000 | 54'000 | 48'955 | 48'860 | 133'069 CHF | 133'297 CHF | 99.90% | 99.90% |
17.01.2025 | 0.38% | 2.70 CHF | 2.71 CHF | 178'000 | 178'000 | 75'584 | 75'584 | 204'103 CHF | 204'862 CHF | 99.95% | 99.95% |
16.01.2025 | 0.38% | 2.70 CHF | 2.71 CHF | 179'000 | 179'000 | 75'222 | 75'222 | 201'515 CHF | 202'270 CHF | 99.64% | 99.64% |