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 |
---|---|---|---|---|---|---|---|---|---|---|---|
04.02.2025 | 1.37% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'093 CHF | 109'864 CHF | 95.26% | 95.26% |
03.02.2025 | 1.40% | 0.72 CHF | 0.73 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 318'084 CHF | 107'528 CHF | 96.76% | 96.76% |
31.01.2025 | 1.28% | 0.76 CHF | 0.77 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 348'332 CHF | 117'611 CHF | 93.00% | 93.00% |
30.01.2025 | 1.29% | 0.78 CHF | 0.79 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 345'955 CHF | 116'818 CHF | 91.32% | 91.32% |
29.01.2025 | 1.34% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 334'027 CHF | 112'842 CHF | 95.68% | 95.68% |
28.01.2025 | 1.34% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 333'570 CHF | 112'690 CHF | 89.86% | 89.86% |
27.01.2025 | 1.32% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 338'763 CHF | 114'421 CHF | 96.27% | 96.27% |
24.01.2025 | 1.31% | 0.75 CHF | 0.76 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 341'049 CHF | 115'183 CHF | 96.97% | 96.97% |
23.01.2025 | 1.38% | 0.74 CHF | 0.75 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 325'030 CHF | 109'843 CHF | 90.80% | 90.80% |
22.01.2025 | 1.36% | 0.73 CHF | 0.74 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 329'369 CHF | 111'290 CHF | 91.08% | 91.08% |