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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.01.2025 | 0.69% | 2.85 CHF | 2.86 CHF | 91'000 | 91'000 | 42'030 | 42'030 | 112'030 CHF | 112'671 CHF | 99.99% | 99.99% |
22.01.2025 | 0.69% | 2.56 CHF | 2.57 CHF | 96'000 | 96'000 | 42'141 | 42'141 | 111'137 CHF | 111'778 CHF | 100.00% | 100.00% |
21.01.2025 | 0.67% | 2.66 CHF | 2.67 CHF | 94'000 | 94'000 | 42'745 | 42'745 | 111'385 CHF | 112'028 CHF | 100.00% | 100.00% |
20.01.2025 | 0.68% | 2.82 CHF | 2.84 CHF | 37'000 | 37'000 | 28'995 | 28'995 | 85'193 CHF | 85'773 CHF | 99.94% | 99.94% |
17.01.2025 | 0.68% | 2.76 CHF | 2.77 CHF | 92'000 | 92'000 | 38'302 | 38'302 | 102'829 CHF | 103'394 CHF | 100.00% | 100.00% |
16.01.2025 | 0.77% | 2.41 CHF | 2.42 CHF | 99'000 | 99'000 | 44'421 | 44'421 | 103'479 CHF | 104'150 CHF | 100.00% | 100.00% |
15.01.2025 | 0.76% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 46'170 | 46'170 | 99'091 CHF | 99'697 CHF | 100.00% | 100.00% |
13.01.2025 | 0.83% | 1.81 CHF | 1.82 CHF | 110'000 | 110'000 | 49'329 | 49'272 | 91'643 CHF | 92'179 CHF | 100.00% | 100.00% |
10.01.2025 | 0.88% | 1.99 CHF | 2.00 CHF | 105'000 | 105'000 | 47'361 | 47'361 | 95'863 CHF | 96'581 CHF | 100.00% | 100.00% |
09.01.2025 | 0.84% | 2.06 CHF | 2.08 CHF | 42'000 | 42'000 | 33'861 | 33'861 | 68'933 CHF | 69'491 CHF | 100.00% | 100.00% |