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 | 1.89% | 19.46 CHF | 19.60 CHF | 20'000 | 20'000 | 12'171 | 7'473 | 242'593 CHF | 149'466 CHF | 99.62% | 99.62% |
28.01.2025 | 2.08% | 19.56 CHF | 19.70 CHF | 20'000 | 20'000 | 12'185 | 7'496 | 224'982 CHF | 141'660 CHF | 99.01% | 99.01% |
27.01.2025 | 2.44% | 17.78 CHF | 17.94 CHF | 20'000 | 20'000 | 10'168 | 10'168 | 157'703 CHF | 160'025 CHF | 51.30% | 88.86% |
24.01.2025 | 1.69% | 15.82 CHF | 15.94 CHF | 20'000 | 20'000 | 11'973 | 7'588 | 184'892 CHF | 119'441 CHF | 96.44% | 96.44% |
23.01.2025 | 1.84% | 14.26 CHF | 14.36 CHF | 20'000 | 20'000 | 12'171 | 7'473 | 169'081 CHF | 105'541 CHF | 99.62% | 99.62% |
22.01.2025 | 1.84% | 14.14 CHF | 14.24 CHF | 30'000 | 30'000 | 14'915 | 11'897 | 204'393 CHF | 165'912 CHF | 88.01% | 88.01% |
21.01.2025 | 2.01% | 12.68 CHF | 12.78 CHF | 30'000 | 30'000 | 14'372 | 11'246 | 182'299 CHF | 144'993 CHF | 98.98% | 98.98% |
20.01.2025 | 2.30% | 13.12 CHF | 13.42 CHF | 10'000 | 6'000 | 10'000 | 6'000 | 128'998 CHF | 79'199 CHF | 98.67% | 98.67% |
17.01.2025 | 1.99% | 12.74 CHF | 12.84 CHF | 30'000 | 30'000 | 14'422 | 11'307 | 183'349 CHF | 145'778 CHF | 97.80% | 97.80% |
16.01.2025 | 2.04% | 12.78 CHF | 12.88 CHF | 30'000 | 30'000 | 14'469 | 11'363 | 180'557 CHF | 144'309 CHF | 96.82% | 96.82% |