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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 4.62% | 0.17 CHF | 0.18 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 86'896 CHF | 90'896 CHF | 95.83% | 95.83% |
16.01.2025 | 3.48% | 0.28 CHF | 0.29 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 112'981 CHF | 116'981 CHF | 95.49% | 95.49% |
15.01.2025 | 3.58% | 0.31 CHF | 0.32 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 110'137 CHF | 114'137 CHF | 100.00% | 100.00% |
13.01.2025 | 2.64% | 0.33 CHF | 0.34 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 149'585 CHF | 153'585 CHF | 95.84% | 95.84% |
10.01.2025 | 2.13% | 0.45 CHF | 0.46 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 186'325 CHF | 190'325 CHF | 95.84% | 95.84% |
09.01.2025 | 2.38% | 0.44 CHF | 0.45 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 166'328 CHF | 170'328 CHF | 99.69% | 99.69% |
08.01.2025 | 2.57% | 0.44 CHF | 0.45 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 154'141 CHF | 158'141 CHF | 95.89% | 95.89% |
07.01.2025 | 3.18% | 0.30 CHF | 0.31 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 124'019 CHF | 128'019 CHF | 95.83% | 95.83% |
06.01.2025 | 2.44% | 0.38 CHF | 0.39 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 162'697 CHF | 166'697 CHF | 99.96% | 99.96% |