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 | 0.75% | 1.32 CHF | 1.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 198'168 CHF | 199'668 CHF | 99.42% | 99.42% |
20.01.2025 | 0.78% | 1.29 CHF | 1.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 190'883 CHF | 192'383 CHF | 99.43% | 99.43% |
17.01.2025 | 0.84% | 1.22 CHF | 1.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 177'453 CHF | 178'953 CHF | 98.34% | 98.34% |
16.01.2025 | 0.84% | 1.18 CHF | 1.19 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 177'862 CHF | 179'362 CHF | 96.86% | 96.86% |
15.01.2025 | 0.93% | 1.09 CHF | 1.10 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 159'963 CHF | 161'463 CHF | 96.03% | 96.03% |