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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.01.2025 | 7.42% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 448'739 | 149'580 | 60'302 CHF | 21'597 CHF | 98.54% | 98.54% |
20.01.2025 | 3.63% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 81'181 CHF | 28'060 CHF | 99.37% | 99.37% |
17.01.2025 | 4.04% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'727 CHF | 25'242 CHF | 99.27% | 99.27% |
16.01.2025 | 3.10% | 0.29 CHF | 0.30 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 71'552 CHF | 24'601 CHF | 99.37% | 99.37% |
15.01.2025 | 2.78% | 0.30 CHF | 0.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 80'297 CHF | 27'516 CHF | 99.21% | 99.21% |
13.01.2025 | 3.02% | 0.36 CHF | 0.37 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 73'382 CHF | 25'211 CHF | 99.17% | 99.17% |
10.01.2025 | 4.00% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 73'857 CHF | 25'619 CHF | 99.36% | 99.36% |
09.01.2025 | 4.33% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 67'776 CHF | 23'592 CHF | 99.37% | 99.37% |
08.01.2025 | 4.77% | 0.22 CHF | 0.23 CHF | 300'000 | 100'000 | 362'644 | 120'881 | 73'636 CHF | 25'754 CHF | 99.36% | 99.36% |
07.01.2025 | 5.31% | 0.18 CHF | 0.19 CHF | 450'000 | 150'000 | 409'231 | 136'410 | 74'737 CHF | 26'276 CHF | 87.79% | 87.79% |