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 | 10.90% | 0.16 CHF | 0.21 CHF | 10'000 | 10'000 | 137'444 | 36'757 | 34'739 CHF | 9'596 CHF | 65.41% | 65.41% |
20.01.2025 | 5.21% | 0.29 CHF | 0.34 CHF | 5'000 | 5'000 | 143'611 | 42'993 | 44'250 CHF | 13'698 CHF | 95.24% | 95.24% |
17.01.2025 | 3.28% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 172'309 | 60'868 | 51'608 CHF | 18'924 CHF | 99.63% | 99.63% |
16.01.2025 | 2.44% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 127'639 | 61'247 | 51'599 CHF | 24'901 CHF | 96.28% | 96.28% |
15.01.2025 | 2.71% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 142'422 | 58'082 | 51'840 CHF | 22'117 CHF | 92.94% | 92.94% |
13.01.2025 | 2.65% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 139'799 | 50'579 | 52'133 CHF | 19'352 CHF | 71.82% | 71.82% |
10.01.2025 | 2.06% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 109'639 | 55'252 | 52'660 CHF | 26'814 CHF | 87.12% | 87.12% |
09.01.2025 | 2.01% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 107'742 | 50'000 | 52'967 CHF | 25'089 CHF | 78.12% | 78.12% |
08.01.2025 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 106'186 | 61'066 | 51'749 CHF | 30'396 CHF | 97.85% | 97.85% |
07.01.2025 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 102'844 | 60'908 | 52'412 CHF | 31'830 CHF | 99.27% | 99.27% |