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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.01.2025 | 1.94% | 1.01 CHF | 1.02 CHF | 142'000 | 142'000 | 64'182 | 64'182 | 61'860 CHF | 62'840 CHF | 99.99% | 99.99% |
22.01.2025 | 2.06% | 0.91 CHF | 0.92 CHF | 146'000 | 146'000 | 65'410 | 65'410 | 57'758 CHF | 58'753 CHF | 100.00% | 100.00% |
21.01.2025 | 2.23% | 0.79 CHF | 0.80 CHF | 152'000 | 152'000 | 67'513 | 67'513 | 52'926 CHF | 53'949 CHF | 100.00% | 100.00% |
20.01.2025 | 2.53% | 0.81 CHF | 0.83 CHF | 60'000 | 60'000 | 48'106 | 47'390 | 37'665 CHF | 38'046 CHF | 99.90% | 99.90% |
17.01.2025 | 1.56% | 0.74 CHF | 0.75 CHF | 152'000 | 152'000 | 67'960 | 67'960 | 47'436 CHF | 48'130 CHF | 99.89% | 99.89% |
16.01.2025 | 1.61% | 0.72 CHF | 0.73 CHF | 154'000 | 154'000 | 70'683 | 70'683 | 45'172 CHF | 45'881 CHF | 100.00% | 100.00% |
15.01.2025 | 1.94% | 0.57 CHF | 0.58 CHF | 162'000 | 162'000 | 72'969 | 72'969 | 39'913 CHF | 40'645 CHF | 99.69% | 99.69% |
13.01.2025 | 2.31% | 0.42 CHF | 0.43 CHF | 168'000 | 168'000 | 75'320 | 74'727 | 32'678 CHF | 33'179 CHF | 100.00% | 100.00% |
10.01.2025 | 1.90% | 0.46 CHF | 0.47 CHF | 166'000 | 166'000 | 74'025 | 74'025 | 38'010 CHF | 38'751 CHF | 97.12% | 97.12% |
09.01.2025 | 2.38% | 0.50 CHF | 0.52 CHF | 67'000 | 67'000 | 53'396 | 53'245 | 26'637 CHF | 27'229 CHF | 99.83% | 99.83% |