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 | 0.52% | 86.35 % | 86.80 % | 500'000 | 500'000 | 500'000 | 499'965 | 432'321 CHF | 434'540 CHF | 84.68% | 84.68% |
21.01.2025 | 0.47% | 84.75 % | 85.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'814 CHF | 423'820 CHF | 99.03% | 99.03% |
20.01.2025 | 0.48% | 84.05 % | 84.45 % | 500'000 | 500'000 | 500'000 | 500'000 | 418'708 CHF | 420'708 CHF | 99.38% | 99.38% |
17.01.2025 | 0.47% | 84.20 % | 84.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'143 CHF | 422'143 CHF | 99.37% | 99.37% |
16.01.2025 | 0.48% | 84.30 % | 84.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 420'822 CHF | 422'832 CHF | 99.38% | 99.38% |
15.01.2025 | 0.49% | 82.75 % | 83.15 % | 500'000 | 500'000 | 500'000 | 500'000 | 407'849 CHF | 409'849 CHF | 99.38% | 99.38% |
13.01.2025 | 0.49% | 82.45 % | 82.85 % | 500'000 | 500'000 | 500'000 | 500'000 | 404'922 CHF | 406'922 CHF | 99.37% | 99.37% |
10.01.2025 | 0.51% | 84.80 % | 85.25 % | 500'000 | 500'000 | 500'000 | 499'997 | 424'960 CHF | 427'140 CHF | 99.38% | 99.38% |
09.01.2025 | 0.49% | 84.00 % | 84.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 421'873 CHF | 423'936 CHF | 99.37% | 99.37% |
08.01.2025 | 0.50% | 88.75 % | 89.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 448'332 CHF | 450'582 CHF | 99.38% | 99.38% |