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 | 0.41% | 2.41 CHF | 2.42 CHF | 300'000 | 300'000 | 296'838 | 296'838 | 729'694 CHF | 732'694 CHF | 100.00% | 100.00% |
21.01.2025 | 0.47% | 2.26 CHF | 2.27 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 642'370 CHF | 645'370 CHF | 100.00% | 100.00% |
20.01.2025 | 0.48% | 2.10 CHF | 2.11 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 625'496 CHF | 628'496 CHF | 99.84% | 99.84% |
17.01.2025 | 0.49% | 2.05 CHF | 2.06 CHF | 300'000 | 300'000 | 299'997 | 299'997 | 607'586 CHF | 610'586 CHF | 99.77% | 99.77% |
16.01.2025 | 0.54% | 1.92 CHF | 1.93 CHF | 300'000 | 300'000 | 299'875 | 299'875 | 550'662 CHF | 553'662 CHF | 100.00% | 100.00% |
15.01.2025 | 0.65% | 1.65 CHF | 1.66 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 460'143 CHF | 463'143 CHF | 99.85% | 99.85% |
13.01.2025 | 0.68% | 1.53 CHF | 1.54 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 437'867 CHF | 440'867 CHF | 100.00% | 100.00% |
10.01.2025 | 0.55% | 1.66 CHF | 1.67 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 542'689 CHF | 545'689 CHF | 99.62% | 99.62% |
09.01.2025 | 0.51% | 1.95 CHF | 1.96 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 581'946 CHF | 584'946 CHF | 100.00% | 100.00% |
08.01.2025 | 0.55% | 1.81 CHF | 1.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 542'090 CHF | 545'090 CHF | 99.37% | 99.37% |