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 | 1.86% | 0.54 CHF | 0.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 267'190 CHF | 272'190 CHF | 99.83% | 99.83% |
16.01.2025 | 1.92% | 0.55 CHF | 0.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 257'493 CHF | 262'493 CHF | 100.00% | 100.00% |
15.01.2025 | 1.85% | 0.50 CHF | 0.51 CHF | 480'000 | 480'000 | 480'000 | 480'000 | 256'643 CHF | 261'443 CHF | 99.92% | 99.92% |
13.01.2025 | 1.76% | 0.56 CHF | 0.57 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 275'773 CHF | 280'673 CHF | 100.00% | 100.00% |
10.01.2025 | 1.67% | 0.61 CHF | 0.62 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 249'477 CHF | 253'677 CHF | 99.33% | 99.33% |
09.01.2025 | 1.45% | 0.66 CHF | 0.67 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 273'858 CHF | 277'858 CHF | 100.00% | 100.00% |
08.01.2025 | 1.54% | 0.69 CHF | 0.70 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 264'146 CHF | 268'246 CHF | 100.00% | 100.00% |
07.01.2025 | 1.50% | 0.65 CHF | 0.66 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 264'865 CHF | 268'865 CHF | 100.00% | 100.00% |