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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.01.2025 | 1.47% | 0.59 CHF | 0.60 CHF | 500'000 | 500'000 | 498'020 | 498'021 | 340'285 CHF | 345'286 CHF | 100.00% | 100.00% |
22.01.2025 | 1.65% | 0.48 CHF | 0.49 CHF | 500'000 | 500'000 | 493'280 | 493'273 | 311'391 CHF | 316'388 CHF | 100.00% | 100.00% |
21.01.2025 | 0.92% | 1.10 CHF | 1.11 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 540'212 CHF | 545'212 CHF | 100.00% | 100.00% |
20.01.2025 | 0.87% | 1.03 CHF | 1.04 CHF | 250'000 | 250'000 | 445'354 | 445'354 | 517'940 CHF | 522'394 CHF | 99.83% | 99.83% |
17.01.2025 | 0.65% | 1.23 CHF | 1.24 CHF | 500'000 | 500'000 | 499'846 | 499'846 | 776'546 CHF | 781'546 CHF | 99.89% | 99.89% |
16.01.2025 | 0.68% | 1.51 CHF | 1.52 CHF | 500'000 | 500'000 | 499'666 | 499'666 | 734'962 CHF | 739'962 CHF | 100.00% | 100.00% |
15.01.2025 | 0.48% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'062'720 CHF | 1'067'720 CHF | 99.63% | 99.63% |
13.01.2025 | 0.37% | 2.70 CHF | 2.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'338'790 CHF | 1'343'790 CHF | 99.88% | 99.88% |
10.01.2025 | 0.53% | 2.40 CHF | 2.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 955'617 CHF | 960'617 CHF | 99.73% | 99.73% |
09.01.2025 | 0.57% | 1.76 CHF | 1.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 880'558 CHF | 885'558 CHF | 77.94% | 77.94% |