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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.01.2025 | 1.89% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'536 CHF | 26'768 CHF | 98.32% | 98.32% |
28.01.2025 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 105'038 | 50'000 | 52'108 CHF | 25'328 CHF | 99.32% | 99.32% |
27.01.2025 | 4.07% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 104'123 | 50'000 | 48'152 CHF | 23'879 CHF | 98.25% | 98.25% |
24.01.2025 | 1.90% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'007 | 50'000 | 52'027 CHF | 26'512 CHF | 99.23% | 99.23% |
23.01.2025 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 104'644 | 50'000 | 51'665 CHF | 25'206 CHF | 98.10% | 98.10% |
22.01.2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |