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 | 1.79% | 0.54 CHF | 0.55 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 227'707 CHF | 231'807 CHF | 99.85% | 99.85% |
16.01.2025 | 1.75% | 0.52 CHF | 0.53 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 221'120 CHF | 225'020 CHF | 100.00% | 100.00% |
15.01.2025 | 1.86% | 0.57 CHF | 0.58 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 218'284 CHF | 222'384 CHF | 100.00% | 100.00% |
13.01.2025 | 1.64% | 0.62 CHF | 0.63 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 248'116 CHF | 252'216 CHF | 100.00% | 100.00% |
10.01.2025 | 1.85% | 0.52 CHF | 0.53 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 242'306 CHF | 246'806 CHF | 98.68% | 98.68% |
09.01.2025 | 2.45% | 0.43 CHF | 0.44 CHF | 470'000 | 470'000 | 470'000 | 470'000 | 189'876 CHF | 194'576 CHF | 100.00% | 100.00% |
08.01.2025 | 2.23% | 0.41 CHF | 0.42 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 200'140 CHF | 204'640 CHF | 100.00% | 100.00% |
07.01.2025 | 2.37% | 0.43 CHF | 0.44 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 191'695 CHF | 196'295 CHF | 100.00% | 100.00% |