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 | 0.84% | 93.54 % | 94.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'855 CHF | 237'855 CHF | 100.00% | 100.00% |
20.01.2025 | 0.85% | 93.54 % | 94.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'108 CHF | 236'108 CHF | 97.93% | 97.93% |
17.01.2025 | 0.86% | 93.87 % | 94.67 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'553 CHF | 232'553 CHF | 99.95% | 99.95% |
16.01.2025 | 0.88% | 90.59 % | 91.39 % | 250'000 | 250'000 | 250'000 | 250'000 | 225'998 CHF | 227'998 CHF | 99.98% | 99.98% |
15.01.2025 | 0.90% | 89.69 % | 90.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 222'401 CHF | 224'401 CHF | 100.00% | 100.00% |
13.01.2025 | 0.92% | 88.05 % | 88.85 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'276 CHF | 218'276 CHF | 99.85% | 99.85% |
10.01.2025 | 0.92% | 85.96 % | 86.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 216'979 CHF | 218'979 CHF | 99.62% | 99.62% |
09.01.2025 | 0.93% | 86.09 % | 86.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'109 CHF | 217'109 CHF | 100.00% | 100.00% |
08.01.2025 | 0.91% | 86.83 % | 87.63 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'688 CHF | 220'688 CHF | 99.96% | 99.96% |
07.01.2025 | 0.91% | 88.06 % | 88.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 218'534 CHF | 220'534 CHF | 99.77% | 99.77% |