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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31.01.2025 | 1.15% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 499'937 | 499'978 | 432'853 CHF | 437'888 CHF | 98.60% | 98.60% |
30.01.2025 | 1.00% | 0.97 CHF | 0.98 CHF | 500'000 | 500'000 | 499'694 | 499'679 | 496'729 CHF | 501'714 CHF | 100.00% | 100.00% |
29.01.2025 | 0.83% | 1.15 CHF | 1.16 CHF | 500'000 | 500'000 | 500'000 | 499'994 | 603'849 CHF | 608'842 CHF | 100.00% | 100.00% |
28.01.2025 | 0.65% | 1.44 CHF | 1.45 CHF | 500'000 | 500'000 | 499'162 | 499'162 | 767'454 CHF | 772'454 CHF | 100.00% | 100.00% |
27.01.2025 | 0.52% | 1.72 CHF | 1.73 CHF | 500'000 | 500'000 | 499'991 | 499'996 | 968'937 CHF | 973'947 CHF | 99.99% | 99.99% |
24.01.2025 | 0.68% | 1.60 CHF | 1.61 CHF | 500'000 | 500'000 | 500'000 | 499'994 | 738'695 CHF | 743'685 CHF | 100.00% | 100.00% |
23.01.2025 | 0.58% | 1.61 CHF | 1.62 CHF | 500'000 | 500'000 | 497'929 | 497'913 | 857'778 CHF | 862'752 CHF | 100.00% | 100.00% |
22.01.2025 | 0.57% | 1.89 CHF | 1.90 CHF | 500'000 | 500'000 | 493'841 | 493'833 | 886'105 CHF | 891'090 CHF | 100.00% | 100.00% |
21.01.2025 | 0.42% | 2.24 CHF | 2.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'175'080 CHF | 1'180'080 CHF | 100.00% | 100.00% |
20.01.2025 | 0.41% | 2.34 CHF | 2.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'211'680 CHF | 1'216'680 CHF | 99.95% | 99.95% |