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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.01.2025 | 0.60% | 1.64 CHF | 1.65 CHF | 500'000 | 500'000 | 499'672 | 499'672 | 828'364 CHF | 833'364 CHF | 99.91% | 99.91% |
15.01.2025 | 0.76% | 1.67 CHF | 1.68 CHF | 500'000 | 500'000 | 491'568 | 491'568 | 679'294 CHF | 684'265 CHF | 99.95% | 99.95% |
13.01.2025 | 1.37% | 0.83 CHF | 0.84 CHF | 500'000 | 500'000 | 499'998 | 499'980 | 364'094 CHF | 369'079 CHF | 100.00% | 100.00% |
10.01.2025 | 0.84% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 599'409 CHF | 604'408 CHF | 99.80% | 99.80% |
09.01.2025 | 0.85% | 1.16 CHF | 1.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 583'541 CHF | 588'541 CHF | 100.00% | 100.00% |
08.01.2025 | 0.82% | 1.17 CHF | 1.18 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 611'278 CHF | 616'278 CHF | 99.72% | 99.72% |
07.01.2025 | 0.89% | 1.19 CHF | 1.20 CHF | 500'000 | 500'000 | 499'998 | 499'997 | 563'675 CHF | 568'673 CHF | 100.00% | 100.00% |