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 | 0.47% | 2.07 CHF | 2.08 CHF | 40'000 | 40'000 | 67'377 | 67'377 | 143'830 CHF | 144'503 CHF | 100.00% | 100.00% |
17.01.2025 | 0.45% | 2.15 CHF | 2.16 CHF | 75'000 | 75'000 | 74'933 | 74'933 | 165'229 CHF | 165'979 CHF | 99.89% | 99.89% |
16.01.2025 | 0.45% | 2.23 CHF | 2.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'658 CHF | 167'408 CHF | 100.00% | 100.00% |
15.01.2025 | 0.40% | 2.31 CHF | 2.32 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'084 CHF | 187'834 CHF | 99.58% | 99.58% |
13.01.2025 | 0.35% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 216'598 CHF | 217'348 CHF | 100.00% | 100.00% |
10.01.2025 | 0.39% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 74'993 | 74'993 | 191'250 CHF | 192'000 CHF | 100.00% | 100.00% |
09.01.2025 | 0.41% | 2.49 CHF | 2.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'550 CHF | 185'300 CHF | 77.24% | 77.24% |
08.01.2025 | 0.41% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'478 CHF | 184'228 CHF | 100.00% | 100.00% |
07.01.2025 | 0.45% | 2.32 CHF | 2.33 CHF | 75'000 | 75'000 | 74'995 | 74'995 | 166'659 CHF | 167'409 CHF | 100.00% | 100.00% |
06.01.2025 | 0.46% | 2.12 CHF | 2.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'272 CHF | 165'022 CHF | 100.00% | 100.00% |