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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.01.2025 | 5.72% | 0.17 CHF | 0.18 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 30'681 CHF | 32'481 CHF | 99.94% | 99.94% |
27.01.2025 | 4.30% | 0.20 CHF | 0.21 CHF | 150'000 | 150'000 | 150'219 | 150'219 | 34'407 CHF | 35'909 CHF | 99.65% | 99.65% |
24.01.2025 | 3.64% | 0.28 CHF | 0.28 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 43'204 CHF | 44'804 CHF | 98.90% | 98.90% |
23.01.2025 | 3.68% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 159'837 | 159'837 | 42'785 CHF | 44'385 CHF | 99.83% | 99.83% |
22.01.2025 | 3.39% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 149'738 | 149'738 | 43'840 CHF | 45'340 CHF | 96.63% | 96.63% |
21.01.2025 | 3.10% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 47'693 CHF | 49'193 CHF | 99.70% | 99.70% |
20.01.2025 | 3.24% | 0.33 CHF | 0.34 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 48'709 CHF | 50'309 CHF | 99.52% | 99.52% |
17.01.2025 | 3.93% | 0.25 CHF | 0.26 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 39'982 CHF | 41'582 CHF | 96.38% | 96.38% |
16.01.2025 | 3.51% | 0.28 CHF | 0.29 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 44'864 CHF | 46'464 CHF | 99.81% | 99.81% |
15.01.2025 | 3.39% | 0.28 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 43'498 CHF | 44'998 CHF | 98.60% | 98.60% |