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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04.02.2025 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 54'215 CHF | 41'426 CHF | 97.91% | 97.91% |
03.02.2025 | 2.05% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'064 | 72'556 | 52'527 CHF | 38'894 CHF | 94.81% | 94.81% |
31.01.2025 | 1.85% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 94'019 | 75'000 | 52'277 CHF | 42'522 CHF | 99.90% | 99.90% |
30.01.2025 | 2.94% | 0.53 CHF | 0.55 CHF | 37'500 | 37'500 | 67'225 | 55'335 | 34'760 CHF | 29'346 CHF | 98.50% | 98.50% |
29.01.2025 | 2.04% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 108'053 | 75'000 | 52'913 CHF | 37'502 CHF | 100.00% | 100.00% |
28.01.2025 | 2.12% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'532 | 75'000 | 52'064 CHF | 36'092 CHF | 90.89% | 90.89% |
27.01.2025 | 2.22% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 113'558 | 75'000 | 52'519 CHF | 35'498 CHF | 100.00% | 100.00% |
24.01.2025 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 95'807 | 75'000 | 52'549 CHF | 41'967 CHF | 99.99% | 99.99% |
23.01.2025 | 2.17% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 94'324 | 71'311 | 49'618 CHF | 38'265 CHF | 98.48% | 98.48% |
22.01.2025 | 2.06% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 107'008 | 75'000 | 52'370 CHF | 37'490 CHF | 100.00% | 100.00% |