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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.01.2025 | 1.00% | 79.24 % | 80.04 % | 250'000 | 246'000 | 250'000 | 246'313 | 197'660 CHF | 196'704 CHF | 99.99% | 99.99% |
21.01.2025 | 0.99% | 80.52 % | 81.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 201'920 CHF | 203'920 CHF | 100.00% | 100.00% |
20.01.2025 | 0.99% | 82.65 % | 83.45 % | 250'000 | 244'000 | 250'000 | 248'194 | 202'075 CHF | 202'560 CHF | 97.40% | 97.40% |
17.01.2025 | 0.98% | 80.79 % | 81.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'043 CHF | 206'043 CHF | 99.99% | 99.99% |
16.01.2025 | 0.97% | 81.10 % | 81.90 % | 250'000 | 250'000 | 250'000 | 250'000 | 204'887 CHF | 206'887 CHF | 100.00% | 100.00% |
15.01.2025 | 0.99% | 81.28 % | 82.08 % | 250'000 | 250'000 | 250'000 | 250'000 | 199'157 CHF | 201'146 CHF | 99.72% | 99.72% |
13.01.2025 | 1.00% | 78.83 % | 79.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 198'591 CHF | 200'585 CHF | 99.91% | 99.91% |
10.01.2025 | 1.00% | 77.58 % | 78.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 194'237 CHF | 196'189 CHF | 99.68% | 99.68% |
09.01.2025 | 1.00% | 77.34 % | 78.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 193'224 CHF | 195'166 CHF | 100.00% | 100.00% |
08.01.2025 | 1.00% | 77.58 % | 78.36 % | 250'000 | 250'000 | 250'000 | 250'000 | 196'043 CHF | 198'015 CHF | 99.76% | 99.76% |