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 | 0.86% | 92.71 % | 93.51 % | 250'000 | 1'000 | 250'000 | 1'000 | 230'542 CHF | 930 CHF | 20.45% | 20.45% |
20.01.2025 | 0.87% | 90.62 % | 91.42 % | 250'000 | 1'000 | 250'000 | 1'000 | 228'056 CHF | 920 CHF | 93.06% | 93.06% |
17.01.2025 | 0.87% | 90.75 % | 91.55 % | 250'000 | 1'000 | 250'000 | 1'000 | 227'601 CHF | 918 CHF | 100.00% | 100.00% |
16.01.2025 | 0.87% | 90.63 % | 91.43 % | 250'000 | 1'000 | 250'000 | 1'000 | 228'516 CHF | 922 CHF | 99.95% | 99.95% |
15.01.2025 | 0.88% | 92.02 % | 92.82 % | 250'000 | 1'000 | 250'000 | 1'000 | 227'526 CHF | 918 CHF | 100.00% | 100.00% |
13.01.2025 | 0.87% | 88.82 % | 89.62 % | 250'000 | 1'000 | 250'000 | 1'000 | 229'530 CHF | 926 CHF | 99.67% | 99.67% |
10.01.2025 | 0.84% | 94.02 % | 94.82 % | 250'000 | 1'000 | 250'000 | 1'000 | 236'796 CHF | 955 CHF | 99.94% | 99.94% |
09.01.2025 | 0.84% | 94.70 % | 95.50 % | 250'000 | 1'000 | 250'000 | 1'000 | 236'671 CHF | 955 CHF | 100.00% | 100.00% |
08.01.2025 | 0.82% | 95.35 % | 96.15 % | 250'000 | 1'000 | 250'000 | 1'000 | 243'857 CHF | 983 CHF | 99.91% | 99.91% |
07.01.2025 | 0.82% | 97.53 % | 98.33 % | 250'000 | 1'000 | 250'000 | 1'000 | 242'023 CHF | 976 CHF | 99.81% | 99.81% |