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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.01.2025 | 3.43% | 0.25 CHF | 0.26 CHF | 300'000 | 300'000 | 299'954 | 299'954 | 86'946 CHF | 89'946 CHF | 99.90% | 99.90% |
16.01.2025 | 1.83% | 0.44 CHF | 0.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 163'334 CHF | 166'334 CHF | 100.00% | 100.00% |
15.01.2025 | 1.09% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 276'700 CHF | 279'700 CHF | 99.85% | 99.85% |
13.01.2025 | 0.98% | 0.93 CHF | 0.94 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 306'736 CHF | 309'736 CHF | 100.00% | 100.00% |
10.01.2025 | 1.72% | 0.77 CHF | 0.78 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 176'387 CHF | 179'387 CHF | 99.63% | 99.63% |
09.01.2025 | 2.38% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 126'835 CHF | 129'835 CHF | 100.00% | 100.00% |
08.01.2025 | 1.71% | 0.60 CHF | 0.61 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 178'690 CHF | 181'690 CHF | 99.36% | 99.36% |
07.01.2025 | 1.21% | 0.69 CHF | 0.70 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 248'302 CHF | 251'302 CHF | 100.00% | 100.00% |