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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.01.2025 | 0.20% | 102.60 % | 102.80 % | 500'000 | 500'000 | 498'305 | 498'305 | 511'453 CHF | 512'453 CHF | 100.00% | 100.00% |
21.01.2025 | 0.19% | 102.60 % | 102.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'355 CHF | 513'355 CHF | 100.00% | 100.00% |
20.01.2025 | 0.20% | 102.50 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 512'182 CHF | 513'182 CHF | 100.00% | 100.00% |
17.01.2025 | 0.20% | 102.50 % | 102.70 % | 500'000 | 500'000 | 498'670 | 498'670 | 510'816 CHF | 511'817 CHF | 100.00% | 100.00% |
16.01.2025 | 0.39% | 102.10 % | 102.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'736 CHF | 512'736 CHF | 100.00% | 100.00% |
15.01.2025 | 0.39% | 102.30 % | 102.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'501 CHF | 512'501 CHF | 100.00% | 100.00% |
13.01.2025 | 0.20% | 101.80 % | 102.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 508'638 CHF | 509'638 CHF | 100.00% | 100.00% |
10.01.2025 | 0.20% | 102.00 % | 102.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 510'434 CHF | 511'434 CHF | 100.00% | 100.00% |
09.01.2025 | 0.20% | 101.90 % | 102.10 % | 500'000 | 500'000 | 499'449 | 499'449 | 509'867 CHF | 510'867 CHF | 100.00% | 100.00% |
08.01.2025 | 0.20% | 102.20 % | 102.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 511'458 CHF | 512'458 CHF | 100.00% | 100.00% |