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 | 0.86% | 91.50 % | 92.30 % | 250'000 | 250'000 | 250'000 | 250'000 | 230'930 CHF | 232'930 CHF | 100.00% | 100.00% |
20.01.2025 | 0.85% | 93.60 % | 94.40 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'197 CHF | 235'197 CHF | 98.16% | 98.16% |
17.01.2025 | 0.85% | 94.66 % | 95.46 % | 250'000 | 250'000 | 250'000 | 250'000 | 235'407 CHF | 237'407 CHF | 100.00% | 100.00% |
16.01.2025 | 0.85% | 92.72 % | 93.52 % | 250'000 | 250'000 | 250'000 | 250'000 | 233'713 CHF | 235'713 CHF | 99.97% | 99.97% |
15.01.2025 | 0.85% | 94.29 % | 95.09 % | 250'000 | 250'000 | 250'000 | 250'000 | 234'264 CHF | 236'264 CHF | 100.00% | 100.00% |
13.01.2025 | 0.84% | 94.76 % | 95.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'099 CHF | 238'099 CHF | 99.99% | 99.99% |
10.01.2025 | 0.84% | 94.35 % | 95.15 % | 250'000 | 250'000 | 250'000 | 250'000 | 236'406 CHF | 238'406 CHF | 99.98% | 99.98% |
09.01.2025 | 0.83% | 95.08 % | 95.88 % | 250'000 | 250'000 | 250'000 | 250'000 | 239'375 CHF | 241'375 CHF | 100.00% | 100.00% |
08.01.2025 | 0.83% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 241'139 CHF | 243'139 CHF | 99.76% | 99.76% |
07.01.2025 | 0.83% | 96.36 % | 97.16 % | 250'000 | 250'000 | 250'000 | 250'000 | 240'718 CHF | 242'718 CHF | 99.85% | 99.85% |