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% | 104.20 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'003 CHF | 525'003 CHF | 99.83% | 99.83% |
23.01.2025 | 0.76% | 104.30 % | 105.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'172 CHF | 525'172 CHF | 99.20% | 99.20% |
22.01.2025 | 0.76% | 104.20 % | 105.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 521'186 CHF | 525'186 CHF | 99.55% | 99.55% |
21.01.2025 | 0.77% | 104.10 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 520'135 CHF | 524'135 CHF | 100.00% | 100.00% |
20.01.2025 | 0.77% | 104.10 % | 104.90 % | 500'000 | 500'000 | 500'000 | 500'000 | 519'762 CHF | 523'762 CHF | 100.00% | 100.00% |
17.01.2025 | 0.77% | 103.90 % | 104.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 518'797 CHF | 522'797 CHF | 99.51% | 99.51% |
16.01.2025 | 0.77% | 103.40 % | 104.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 517'547 CHF | 521'547 CHF | 100.00% | 100.00% |
15.01.2025 | 0.77% | 103.60 % | 104.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 516'192 CHF | 520'192 CHF | 100.00% | 100.00% |
13.01.2025 | 0.78% | 102.80 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'486 CHF | 517'486 CHF | 100.00% | 100.00% |
10.01.2025 | 0.77% | 103.00 % | 103.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 515'809 CHF | 519'809 CHF | 100.00% | 100.00% |