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 | 5.42% | 0.18 CHF | 0.19 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'833 CHF | 47'444 CHF | 97.90% | 97.90% |
21.01.2025 | 6.15% | 0.16 CHF | 0.17 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 118'355 CHF | 41'952 CHF | 98.09% | 98.09% |
20.01.2025 | 6.94% | 0.15 CHF | 0.16 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 104'664 CHF | 37'388 CHF | 99.17% | 99.17% |
17.01.2025 | 7.93% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 90'891 CHF | 32'797 CHF | 99.17% | 99.17% |
16.01.2025 | 9.44% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 75'765 CHF | 27'755 CHF | 99.17% | 99.17% |
15.01.2025 | 9.80% | 0.10 CHF | 0.11 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 73'037 CHF | 26'846 CHF | 99.16% | 99.16% |
13.01.2025 | 8.50% | 0.11 CHF | 0.12 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 84'559 CHF | 30'686 CHF | 99.15% | 99.15% |
10.01.2025 | 7.36% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 98'190 CHF | 35'230 CHF | 99.33% | 99.33% |
09.01.2025 | 6.79% | 0.14 CHF | 0.15 CHF | 750'000 | 250'000 | 749'989 | 250'000 | 106'734 CHF | 38'079 CHF | 99.13% | 99.13% |
08.01.2025 | 7.22% | 0.13 CHF | 0.14 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 100'295 CHF | 35'932 CHF | 99.17% | 99.17% |