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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.01.2025 | 1.58% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 99'580 | 98'949 | 62'602 CHF | 63'195 CHF | 98.75% | 98.75% |
17.01.2025 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'410 CHF | 65'410 CHF | 100.00% | 100.00% |
16.01.2025 | 1.68% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'222 CHF | 60'222 CHF | 99.28% | 99.28% |
15.01.2025 | 1.61% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 99'200 | 97'337 | 61'330 CHF | 61'149 CHF | 99.02% | 99.02% |
13.01.2025 | 1.66% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'730 CHF | 60'730 CHF | 100.00% | 100.00% |
10.01.2025 | 1.74% | 0.56 CHF | 0.57 CHF | 100'000 | 100'000 | 99'362 | 97'333 | 57'834 CHF | 57'675 CHF | 99.26% | 99.26% |
09.01.2025 | 1.66% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 59'925 CHF | 60'925 CHF | 99.38% | 99.38% |
08.01.2025 | 1.70% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'536 CHF | 59'536 CHF | 100.00% | 100.00% |
07.01.2025 | 1.75% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 56'713 CHF | 57'713 CHF | 99.38% | 99.38% |
06.01.2025 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'336 CHF | 56'336 CHF | 100.00% | 100.00% |