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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.01.2025 | 1.05% | 0.97 CHF | 0.98 CHF | 390'000 | 390'000 | 204'639 | 204'639 | 201'695 CHF | 203'767 CHF | 99.86% | 99.86% |
21.01.2025 | 1.14% | 1.01 CHF | 1.02 CHF | 400'000 | 400'000 | 205'119 | 205'119 | 193'624 CHF | 195'684 CHF | 94.83% | 99.15% |
20.01.2025 | 1.17% | 0.83 CHF | 0.84 CHF | 190'000 | 190'000 | 158'159 | 158'159 | 134'992 CHF | 136'575 CHF | 97.87% | 100.00% |
17.01.2025 | 1.02% | 0.88 CHF | 0.89 CHF | 380'000 | 380'000 | 203'006 | 203'006 | 198'071 CHF | 200'106 CHF | 100.00% | 100.00% |
16.01.2025 | 1.06% | 1.03 CHF | 1.04 CHF | 400'000 | 400'000 | 205'211 | 205'211 | 200'921 CHF | 202'978 CHF | 100.00% | 100.00% |
15.01.2025 | 0.90% | 1.04 CHF | 1.05 CHF | 400'000 | 400'000 | 211'362 | 211'362 | 235'444 CHF | 237'564 CHF | 99.86% | 99.86% |
13.01.2025 | 0.77% | 1.27 CHF | 1.28 CHF | 420'000 | 420'000 | 217'965 | 217'965 | 284'999 CHF | 287'183 CHF | 100.00% | 100.00% |
10.01.2025 | 0.84% | 1.28 CHF | 1.29 CHF | 420'000 | 420'000 | 217'081 | 217'081 | 268'295 CHF | 270'477 CHF | 99.75% | 99.75% |
09.01.2025 | 0.81% | 1.24 CHF | 1.25 CHF | 210'000 | 210'000 | 175'699 | 175'699 | 216'275 CHF | 218'032 CHF | 99.67% | 99.67% |
08.01.2025 | 0.83% | 1.21 CHF | 1.22 CHF | 420'000 | 420'000 | 218'508 | 218'508 | 267'075 CHF | 269'264 CHF | 100.00% | 100.00% |