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 | 1.23% | 0.81 CHF | 0.82 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 120'812 CHF | 122'312 CHF | 100.00% | 100.00% |
20.01.2025 | 1.29% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 134'753 | 134'753 | 103'451 CHF | 104'799 CHF | 100.00% | 100.00% |
17.01.2025 | 1.68% | 0.75 CHF | 0.76 CHF | 150'000 | 150'000 | 149'865 | 149'865 | 89'740 CHF | 91'240 CHF | 99.89% | 99.89% |
16.01.2025 | 1.68% | 0.57 CHF | 0.58 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 88'641 CHF | 90'141 CHF | 100.00% | 100.00% |
15.01.2025 | 2.36% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 64'979 CHF | 66'479 CHF | 99.79% | 99.79% |
13.01.2025 | 3.48% | 0.28 CHF | 0.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 42'389 CHF | 43'889 CHF | 100.00% | 100.00% |
10.01.2025 | 1.92% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 149'997 | 79'329 CHF | 80'828 CHF | 99.61% | 99.61% |
09.01.2025 | 1.72% | 0.56 CHF | 0.57 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 86'346 CHF | 87'846 CHF | 77.24% | 77.24% |
08.01.2025 | 1.63% | 0.60 CHF | 0.61 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'545 CHF | 93'045 CHF | 100.00% | 100.00% |
07.01.2025 | 1.23% | 0.73 CHF | 0.74 CHF | 150'000 | 150'000 | 149'998 | 150'000 | 121'922 CHF | 123'424 CHF | 100.00% | 100.00% |