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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.01.2025 | 4.05% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 216'662 | 216'661 | 52'396 CHF | 54'562 CHF | 100.00% | 100.00% |
22.01.2025 | 3.59% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 196'926 | 196'927 | 53'865 CHF | 55'835 CHF | 100.00% | 100.00% |
21.01.2025 | 3.68% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 199'737 | 199'736 | 53'374 CHF | 55'372 CHF | 100.00% | 100.00% |
20.01.2025 | 3.81% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 203'165 | 203'165 | 52'314 CHF | 54'346 CHF | 100.00% | 100.00% |
17.01.2025 | 4.01% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 216'895 | 216'895 | 52'914 CHF | 55'082 CHF | 100.00% | 100.00% |
16.01.2025 | 5.01% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 265'095 | 265'094 | 51'530 CHF | 54'181 CHF | 100.00% | 100.00% |
15.01.2025 | 5.00% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 268'956 | 268'957 | 52'469 CHF | 55'159 CHF | 100.00% | 100.00% |
13.01.2025 | 4.98% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 261'837 | 261'833 | 51'314 CHF | 53'931 CHF | 99.85% | 99.85% |
10.01.2025 | 4.12% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 219'788 | 219'790 | 52'159 CHF | 54'357 CHF | 100.00% | 100.00% |
09.01.2025 | 4.35% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 237'387 | 237'387 | 53'339 CHF | 55'713 CHF | 100.00% | 100.00% |