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 | 3.67% | 0.24 CHF | 0.25 CHF | 325'000 | 325'000 | 310'503 | 310'503 | 83'031 CHF | 86'136 CHF | 99.73% | 99.73% |
20.01.2025 | 3.37% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 297'493 | 292'094 | 86'889 CHF | 88'191 CHF | 99.61% | 99.61% |
17.01.2025 | 3.30% | 0.30 CHF | 0.31 CHF | 275'000 | 275'000 | 279'768 | 279'752 | 83'538 CHF | 86'331 CHF | 99.83% | 99.83% |
16.01.2025 | 2.72% | 0.37 CHF | 0.38 CHF | 225'000 | 225'000 | 232'190 | 232'190 | 84'254 CHF | 86'576 CHF | 99.64% | 99.64% |
15.01.2025 | 2.19% | 0.38 CHF | 0.39 CHF | 225'000 | 225'000 | 200'601 | 200'601 | 90'692 CHF | 92'698 CHF | 96.72% | 96.72% |
13.01.2025 | 1.39% | 0.67 CHF | 0.68 CHF | 150'000 | 150'000 | 150'108 | 150'108 | 107'647 CHF | 109'149 CHF | 100.00% | 100.00% |
10.01.2025 | 1.74% | 0.66 CHF | 0.67 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 99'663 CHF | 101'413 CHF | 94.41% | 94.41% |
09.01.2025 | 1.74% | 0.57 CHF | 0.58 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 99'526 CHF | 101'276 CHF | 100.00% | 100.00% |
08.01.2025 | 1.78% | 0.59 CHF | 0.60 CHF | 175'000 | 175'000 | 182'234 | 182'234 | 102'058 CHF | 103'880 CHF | 98.63% | 98.63% |
07.01.2025 | 1.77% | 0.56 CHF | 0.57 CHF | 175'000 | 175'000 | 174'028 | 174'028 | 97'564 CHF | 99'304 CHF | 98.45% | 98.45% |