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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.01.2025 | 2.88% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'917 | 49'974 | 52'669 CHF | 20'851 CHF | 99.99% | 99.99% |
20.01.2025 | 2.95% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 137'714 | 49'741 | 51'870 CHF | 19'301 CHF | 99.97% | 99.97% |
17.01.2025 | 3.08% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 148'144 | 50'000 | 51'445 CHF | 17'913 CHF | 95.02% | 95.02% |
16.01.2025 | 3.47% | 0.32 CHF | 0.33 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 47'438 CHF | 16'371 CHF | 99.30% | 99.30% |
15.01.2025 | 3.73% | 0.31 CHF | 0.32 CHF | 150'000 | 50'000 | 148'348 | 49'449 | 43'397 CHF | 15'010 CHF | 98.64% | 98.64% |
13.01.2025 | 3.97% | 0.29 CHF | 0.30 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 42'085 CHF | 14'596 CHF | 98.03% | 98.03% |
10.01.2025 | 4.35% | 0.30 CHF | 0.31 CHF | 150'000 | 50'000 | 147'541 | 49'180 | 42'690 CHF | 14'856 CHF | 99.26% | 99.26% |
09.01.2025 | 3.93% | 0.30 CHF | 0.31 CHF | 150'000 | 50'000 | 149'266 | 50'000 | 42'973 CHF | 14'973 CHF | 72.24% | 89.36% |
08.01.2025 | 3.98% | 0.27 CHF | 0.28 CHF | 150'000 | 50'000 | 150'000 | 50'000 | 39'463 CHF | 13'688 CHF | 99.99% | 99.99% |
07.01.2025 | 4.79% | 0.25 CHF | 0.26 CHF | 150'000 | 50'000 | 147'455 | 49'169 | 35'539 CHF | 12'423 CHF | 99.99% | 99.99% |