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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.01.2025 | 1.58% | 0.62 CHF | 0.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'053 CHF | 95'553 CHF | 99.39% | 99.39% |
20.01.2025 | 1.72% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 86'572 CHF | 88'072 CHF | 99.44% | 99.44% |
17.01.2025 | 2.04% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'093 CHF | 74'593 CHF | 99.22% | 99.22% |
16.01.2025 | 2.02% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'669 CHF | 75'169 CHF | 98.77% | 98.77% |
15.01.2025 | 2.66% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'888 CHF | 57'388 CHF | 97.77% | 97.77% |
13.01.2025 | 4.03% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 37'821 CHF | 39'321 CHF | 94.86% | 94.86% |
10.01.2025 | 2.62% | 0.29 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'998 CHF | 58'498 CHF | 99.32% | 99.32% |
09.01.2025 | 2.49% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 59'480 CHF | 60'980 CHF | 99.41% | 99.41% |
08.01.2025 | 2.33% | 0.42 CHF | 0.43 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 63'925 CHF | 65'425 CHF | 98.35% | 98.35% |