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 | 2.04% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 72'801 CHF | 74'301 CHF | 99.40% | 99.40% |
20.01.2025 | 1.84% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 80'775 CHF | 82'275 CHF | 99.49% | 99.49% |
17.01.2025 | 1.57% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'799 CHF | 96'299 CHF | 96.88% | 96.88% |
16.01.2025 | 1.58% | 0.63 CHF | 0.64 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 94'469 CHF | 95'969 CHF | 96.90% | 96.90% |
15.01.2025 | 1.33% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 112'161 CHF | 113'661 CHF | 96.04% | 96.04% |
13.01.2025 | 1.14% | 0.79 CHF | 0.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 131'489 CHF | 132'989 CHF | 94.87% | 94.87% |
10.01.2025 | 1.33% | 0.84 CHF | 0.85 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 112'312 CHF | 113'812 CHF | 99.37% | 99.37% |
09.01.2025 | 1.36% | 0.72 CHF | 0.73 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 109'492 CHF | 110'992 CHF | 99.49% | 99.49% |
08.01.2025 | 1.42% | 0.71 CHF | 0.72 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 105'185 CHF | 106'685 CHF | 98.25% | 98.25% |