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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20.01.2025 | 10.54% | 0.14 CHF | 0.15 CHF | 180'000 | 180'000 | 309'833 | 309'833 | 40'920 CHF | 45'278 CHF | 100.00% | 100.00% |
17.01.2025 | 12.38% | 0.13 CHF | 0.15 CHF | 350'000 | 350'000 | 345'380 | 345'380 | 38'936 CHF | 43'800 CHF | 99.90% | 99.90% |
16.01.2025 | 11.94% | 0.11 CHF | 0.12 CHF | 350'000 | 350'000 | 345'388 | 345'388 | 40'469 CHF | 45'333 CHF | 100.00% | 100.00% |
15.01.2025 | 13.12% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 345'403 | 345'403 | 36'746 CHF | 41'610 CHF | 100.00% | 100.00% |
13.01.2025 | 15.37% | 0.09 CHF | 0.11 CHF | 350'000 | 350'000 | 345'387 | 345'387 | 30'893 CHF | 35'757 CHF | 100.00% | 100.00% |
10.01.2025 | 12.29% | 0.10 CHF | 0.11 CHF | 350'000 | 350'000 | 345'379 | 345'379 | 39'449 CHF | 44'313 CHF | 100.00% | 100.00% |
09.01.2025 | 11.11% | 0.09 CHF | 0.16 CHF | 35'000 | 35'000 | 349'163 | 349'163 | 42'028 CHF | 46'922 CHF | 77.92% | 77.92% |
08.01.2025 | 11.16% | 0.13 CHF | 0.14 CHF | 350'000 | 350'000 | 345'399 | 345'399 | 43'473 CHF | 48'337 CHF | 100.00% | 100.00% |
07.01.2025 | 10.08% | 0.13 CHF | 0.15 CHF | 350'000 | 350'000 | 345'405 | 345'405 | 48'256 CHF | 53'120 CHF | 100.00% | 100.00% |
06.01.2025 | 9.52% | 0.15 CHF | 0.17 CHF | 350'000 | 350'000 | 345'386 | 345'386 | 51'469 CHF | 56'333 CHF | 99.91% | 99.91% |