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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.01.2025 | 0.84% | 94.60 % | 95.40 % | 500'000 | 500'000 | 500'000 | 500'000 | 474'186 CHF | 478'186 CHF | 99.84% | 99.84% |
21.01.2025 | 0.85% | 94.30 % | 95.10 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'811 CHF | 470'811 CHF | 100.00% | 100.00% |
20.01.2025 | 0.86% | 92.80 % | 93.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'585 CHF | 468'585 CHF | 100.00% | 100.00% |
17.01.2025 | 0.85% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'624 CHF | 470'624 CHF | 98.31% | 98.31% |
16.01.2025 | 0.85% | 93.00 % | 93.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 466'507 CHF | 470'507 CHF | 100.00% | 100.00% |
15.01.2025 | 0.86% | 93.50 % | 94.30 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'103 CHF | 467'103 CHF | 100.00% | 100.00% |
13.01.2025 | 0.86% | 92.70 % | 93.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 462'590 CHF | 466'590 CHF | 100.00% | 100.00% |
10.01.2025 | 0.85% | 93.20 % | 94.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 468'175 CHF | 472'175 CHF | 94.41% | 94.41% |
09.01.2025 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'191 CHF | 480'191 CHF | 99.16% | 99.16% |
08.01.2025 | 0.84% | 94.90 % | 95.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 476'730 CHF | 480'730 CHF | 100.00% | 100.00% |