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 | 0.80% | 102.15 % | 102.97 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'286 CHF | 257'336 CHF | 99.91% | 99.91% |
20.01.2025 | 0.80% | 101.51 % | 102.33 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'668 CHF | 256'718 CHF | 98.10% | 98.10% |
17.01.2025 | 0.80% | 100.68 % | 101.49 % | 250'000 | 250'000 | 250'000 | 250'000 | 249'330 CHF | 251'339 CHF | 100.00% | 100.00% |
16.01.2025 | 0.80% | 99.22 % | 100.02 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'233 CHF | 250'233 CHF | 100.00% | 100.00% |
15.01.2025 | 0.81% | 98.76 % | 99.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 244'641 CHF | 246'641 CHF | 100.00% | 100.00% |
13.01.2025 | 0.82% | 96.84 % | 97.64 % | 250'000 | 250'000 | 250'000 | 250'000 | 242'376 CHF | 244'376 CHF | 99.85% | 99.85% |
10.01.2025 | 0.81% | 97.42 % | 98.22 % | 250'000 | 250'000 | 250'000 | 250'000 | 246'738 CHF | 248'738 CHF | 99.01% | 99.01% |
09.01.2025 | 0.81% | 99.15 % | 99.95 % | 250'000 | 250'000 | 250'000 | 250'000 | 247'443 CHF | 249'443 CHF | 100.00% | 100.00% |
08.01.2025 | 0.80% | 99.00 % | 99.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 248'065 CHF | 250'065 CHF | 99.98% | 99.98% |
07.01.2025 | 0.80% | 99.51 % | 100.31 % | 250'000 | 250'000 | 250'000 | 250'000 | 250'269 CHF | 252'277 CHF | 99.98% | 99.98% |