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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.01.2025 | 0.76% | 105.40 % | 106.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 527'552 CHF | 531'552 CHF | 99.82% | 99.82% |
23.01.2025 | 0.76% | 105.40 % | 106.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'933 CHF | 530'933 CHF | 99.20% | 99.20% |
22.01.2025 | 0.75% | 105.70 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'493 CHF | 532'493 CHF | 99.85% | 99.85% |
21.01.2025 | 0.75% | 105.70 % | 106.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 528'037 CHF | 532'037 CHF | 100.00% | 100.00% |
20.01.2025 | 0.76% | 105.30 % | 106.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'305 CHF | 530'305 CHF | 100.00% | 100.00% |
17.01.2025 | 0.76% | 105.30 % | 106.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 526'232 CHF | 530'232 CHF | 100.00% | 100.00% |
16.01.2025 | 0.76% | 105.00 % | 105.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 525'154 CHF | 529'154 CHF | 100.00% | 100.00% |
15.01.2025 | 0.76% | 104.90 % | 105.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 522'997 CHF | 526'997 CHF | 100.00% | 100.00% |
13.01.2025 | 0.77% | 104.10 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'330 CHF | 524'330 CHF | 100.00% | 100.00% |
10.01.2025 | 0.76% | 104.40 % | 105.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 523'205 CHF | 527'205 CHF | 100.00% | 100.00% |