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 | 1.01% | 98.75 % | 99.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'853 CHF | 99'853 CHF | 99.33% | 99.33% |
21.01.2025 | 1.01% | 98.65 % | 99.65 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'566 CHF | 99'566 CHF | 97.88% | 97.88% |
20.01.2025 | 1.01% | 98.50 % | 99.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'380 CHF | 99'380 CHF | 98.36% | 98.36% |
17.01.2025 | 1.01% | 98.30 % | 99.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'167 CHF | 99'167 CHF | 97.33% | 97.33% |
16.01.2025 | 1.02% | 97.75 % | 98.75 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'798 CHF | 98'798 CHF | 99.57% | 99.57% |
15.01.2025 | 1.02% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'383 CHF | 98'383 CHF | 98.84% | 98.84% |
13.01.2025 | 1.03% | 97.00 % | 98.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 96'875 CHF | 97'875 CHF | 99.05% | 99.05% |
10.01.2025 | 1.02% | 97.35 % | 98.35 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'681 CHF | 98'681 CHF | 98.69% | 98.69% |
09.01.2025 | 1.02% | 97.80 % | 98.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'903 CHF | 98'903 CHF | 98.69% | 98.69% |
08.01.2025 | 1.02% | 97.55 % | 98.55 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'760 CHF | 98'760 CHF | 98.23% | 98.23% |