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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.01.2025 | 1.62% | 0.58 CHF | 0.59 CHF | 420'000 | 420'000 | 217'964 | 217'964 | 134'201 CHF | 136'385 CHF | 100.00% | 100.00% |
10.01.2025 | 1.90% | 0.58 CHF | 0.59 CHF | 420'000 | 420'000 | 217'081 | 217'081 | 118'561 CHF | 120'743 CHF | 99.75% | 99.75% |
09.01.2025 | 1.83% | 0.55 CHF | 0.56 CHF | 210'000 | 210'000 | 175'698 | 175'698 | 95'266 CHF | 97'023 CHF | 99.67% | 99.67% |
08.01.2025 | 1.89% | 0.53 CHF | 0.54 CHF | 420'000 | 420'000 | 218'504 | 218'504 | 116'939 CHF | 119'129 CHF | 100.00% | 100.00% |
07.01.2025 | 2.25% | 0.50 CHF | 0.51 CHF | 410'000 | 410'000 | 214'220 | 214'220 | 98'861 CHF | 101'008 CHF | 99.80% | 99.80% |
06.01.2025 | 2.78% | 0.40 CHF | 0.41 CHF | 400'000 | 400'000 | 208'012 | 208'012 | 75'824 CHF | 77'909 CHF | 99.91% | 99.91% |