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 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'000 CHF | 504'500 CHF | 100.00% | 100.00% |
20.01.2025 | 0.30% | 100.70 % | 101.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'157 CHF | 504'657 CHF | 100.00% | 100.00% |
17.01.2025 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'463 CHF | 503'963 CHF | 98.96% | 98.96% |
16.01.2025 | 0.30% | 100.60 % | 100.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'160 CHF | 504'660 CHF | 100.00% | 100.00% |
15.01.2025 | 0.58% | 100.40 % | 100.90 % | 500'000 | 500'000 | 443'103 | 443'103 | 443'906 CHF | 446'400 CHF | 100.00% | 100.00% |
13.01.2025 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 499'896 CHF | 501'396 CHF | 100.00% | 100.00% |
10.01.2025 | 0.30% | 100.40 % | 100.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'496 CHF | 503'996 CHF | 100.00% | 100.00% |
09.01.2025 | 0.30% | 100.50 % | 100.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 502'502 CHF | 504'002 CHF | 99.86% | 99.86% |
08.01.2025 | 0.30% | 100.20 % | 100.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 501'543 CHF | 503'043 CHF | 100.00% | 100.00% |
07.01.2025 | 0.30% | 99.90 % | 100.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 503'208 CHF | 504'708 CHF | 100.00% | 100.00% |