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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30.01.2025 | 0.80% | 105.53 % | 106.38 % | 225'000 | 250'000 | 244'283 | 250'000 | 257'641 CHF | 265'798 CHF | 100.00% | 100.00% |
29.01.2025 | 0.80% | 105.47 % | 106.32 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'575 CHF | 265'700 CHF | 100.00% | 100.00% |
28.01.2025 | 0.80% | 105.30 % | 106.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'287 CHF | 265'412 CHF | 100.00% | 100.00% |
27.01.2025 | 0.80% | 105.30 % | 106.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'126 CHF | 265'246 CHF | 100.00% | 100.00% |
24.01.2025 | 0.80% | 105.27 % | 106.12 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'426 CHF | 265'551 CHF | 100.00% | 100.00% |
23.01.2025 | 0.80% | 105.29 % | 106.14 % | 250'000 | 250'000 | 250'000 | 250'000 | 263'066 CHF | 265'188 CHF | 100.00% | 100.00% |
22.01.2025 | 0.80% | 105.05 % | 105.89 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'717 CHF | 264'817 CHF | 100.00% | 100.00% |
21.01.2025 | 0.80% | 105.08 % | 105.92 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'460 CHF | 264'560 CHF | 100.00% | 100.00% |
20.01.2025 | 0.80% | 104.82 % | 105.66 % | 250'000 | 250'000 | 250'000 | 250'000 | 262'013 CHF | 264'113 CHF | 98.25% | 98.25% |
17.01.2025 | 0.80% | 104.74 % | 105.58 % | 250'000 | 250'000 | 250'000 | 250'000 | 261'951 CHF | 264'051 CHF | 100.00% | 100.00% |