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 | 57.08% | 0.02 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'004 CHF | 2'710 CHF | 97.91% | 97.91% |
03.02.2025 | 65.94% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 72'557 | 10'048 CHF | 2'874 CHF | 94.82% | 94.82% |
31.01.2025 | 60.03% | 0.02 CHF | 0.03 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 10'100 CHF | 2'822 CHF | 99.90% | 99.90% |
30.01.2025 | 89.17% | 0.02 CHF | 0.05 CHF | 37'500 | 37'500 | 257'463 | 55'335 | 5'015 CHF | 2'281 CHF | 98.50% | 98.50% |
29.01.2025 | 69.19% | 0.01 CHF | 0.03 CHF | 75'000 | 75'000 | 135'628 | 75'000 | 2'672 CHF | 2'986 CHF | 100.00% | 100.00% |
28.01.2025 | 100.38% | 0.01 CHF | 0.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 924 CHF | 2'701 CHF | 90.89% | 90.89% |
27.01.2025 | 102.01% | 0.02 CHF | 0.04 CHF | 75'000 | 75'000 | 84'380 | 75'000 | 1'069 CHF | 2'643 CHF | 100.00% | 100.00% |
24.01.2025 | 77.51% | 0.01 CHF | 0.04 CHF | 75'000 | 75'000 | 321'728 | 75'000 | 6'281 CHF | 2'998 CHF | 100.00% | 100.00% |
23.01.2025 | 106.81% | 0.01 CHF | 0.04 CHF | 75'000 | 75'000 | 71'313 | 71'313 | 807 CHF | 2'583 CHF | 98.51% | 98.51% |
22.01.2025 | 107.09% | 0.01 CHF | 0.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 757 CHF | 2'501 CHF | 100.00% | 100.00% |