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 | 0.80% | 101.14 % | 101.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'604 CHF | 254'629 CHF | 100.00% | 100.00% |
20.01.2025 | 0.80% | 100.34 % | 101.15 % | 250'000 | 233'000 | 250'000 | 234'110 | 251'787 CHF | 237'682 CHF | 97.81% | 97.81% |
17.01.2025 | 0.81% | 99.62 % | 100.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'091 CHF | 249'091 CHF | 100.00% | 100.00% |
16.01.2025 | 0.81% | 98.21 % | 99.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'318 CHF | 247'318 CHF | 100.00% | 100.00% |
15.01.2025 | 0.82% | 97.62 % | 98.42 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'432 CHF | 244'432 CHF | 100.00% | 100.00% |
13.01.2025 | 0.83% | 95.63 % | 96.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'463 CHF | 241'463 CHF | 99.70% | 99.70% |
10.01.2025 | 0.82% | 96.20 % | 97.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 243'525 CHF | 245'525 CHF | 99.49% | 99.49% |
09.01.2025 | 0.82% | 97.79 % | 98.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'154 CHF | 246'154 CHF | 100.00% | 100.00% |
08.01.2025 | 0.82% | 97.63 % | 98.43 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'223 CHF | 246'223 CHF | 99.77% | 99.77% |
07.01.2025 | 0.81% | 98.20 % | 99.00 % | 250'000 | 250'000 | 250'000 | 250'000 | 245'391 CHF | 247'391 CHF | 99.91% | 99.91% |