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 | 3.02% | 0.63 CHF | 0.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'632 CHF | 33'632 CHF | 100.00% | 100.00% |
27.01.2025 | 3.44% | 0.66 CHF | 0.68 CHF | 70'000 | 70'000 | 70'097 | 70'097 | 40'337 CHF | 41'739 CHF | 100.00% | 100.00% |
24.01.2025 | 4.80% | 0.36 CHF | 0.38 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 24'557 CHF | 25'757 CHF | 97.93% | 97.93% |
23.01.2025 | 3.64% | 0.57 CHF | 0.59 CHF | 60'000 | 60'000 | 59'948 | 59'948 | 32'396 CHF | 33'596 CHF | 99.98% | 99.98% |
22.01.2025 | 3.39% | 0.57 CHF | 0.59 CHF | 60'000 | 60'000 | 59'878 | 59'878 | 34'873 CHF | 36'073 CHF | 100.00% | 100.00% |
21.01.2025 | 3.42% | 0.60 CHF | 0.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'517 CHF | 35'717 CHF | 100.00% | 100.00% |
20.01.2025 | 3.51% | 0.57 CHF | 0.59 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'624 CHF | 34'824 CHF | 99.91% | 99.91% |
17.01.2025 | 3.63% | 0.55 CHF | 0.57 CHF | 60'000 | 60'000 | 62'688 | 62'688 | 33'908 CHF | 35'162 CHF | 99.13% | 99.13% |
16.01.2025 | 4.17% | 0.51 CHF | 0.53 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 32'910 CHF | 34'310 CHF | 100.00% | 100.00% |
15.01.2025 | 4.18% | 0.48 CHF | 0.50 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 32'870 CHF | 34'270 CHF | 99.78% | 99.78% |