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 | 2.45% | 0.40 CHF | 0.41 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 72'641 CHF | 74'441 CHF | 100.00% | 100.00% |
27.01.2025 | 2.60% | 0.40 CHF | 0.41 CHF | 160'000 | 160'000 | 160'236 | 160'236 | 61'117 CHF | 62'719 CHF | 98.62% | 98.62% |
24.01.2025 | 1.83% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 81'463 CHF | 82'963 CHF | 100.00% | 100.00% |
23.01.2025 | 1.96% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 148'736 | 148'736 | 75'259 CHF | 76'748 CHF | 100.00% | 100.00% |
22.01.2025 | 1.78% | 0.55 CHF | 0.56 CHF | 150'000 | 150'000 | 149'694 | 149'694 | 83'818 CHF | 85'318 CHF | 100.00% | 100.00% |
21.01.2025 | 1.93% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 76'995 CHF | 78'495 CHF | 100.00% | 100.00% |
20.01.2025 | 1.99% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 153'233 | 153'233 | 76'334 CHF | 77'866 CHF | 100.00% | 100.00% |
17.01.2025 | 1.96% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 75'866 CHF | 77'366 CHF | 99.51% | 99.51% |
16.01.2025 | 1.96% | 0.51 CHF | 0.52 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 80'996 CHF | 82'596 CHF | 100.00% | 100.00% |
15.01.2025 | 2.26% | 0.47 CHF | 0.48 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 74'488 CHF | 76'188 CHF | 99.73% | 99.73% |