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 | 3.12% | 0.32 CHF | 0.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 158'062 CHF | 163'062 CHF | 99.90% | 99.90% |
16.01.2025 | 3.26% | 0.33 CHF | 0.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 151'135 CHF | 156'135 CHF | 100.00% | 100.00% |
15.01.2025 | 3.14% | 0.29 CHF | 0.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 156'684 CHF | 161'684 CHF | 100.00% | 100.00% |
13.01.2025 | 2.82% | 0.35 CHF | 0.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 175'009 CHF | 180'009 CHF | 100.00% | 100.00% |
10.01.2025 | 2.70% | 0.38 CHF | 0.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 183'002 CHF | 188'002 CHF | 100.00% | 100.00% |
09.01.2025 | 2.38% | 0.40 CHF | 0.41 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 208'013 CHF | 213'013 CHF | 100.00% | 100.00% |
08.01.2025 | 2.53% | 0.42 CHF | 0.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 195'626 CHF | 200'626 CHF | 100.00% | 100.00% |
07.01.2025 | 2.46% | 0.39 CHF | 0.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 201'097 CHF | 206'097 CHF | 100.00% | 100.00% |