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 | 1.15% | 0.86 CHF | 0.87 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 286'698 CHF | 289'998 CHF | 99.85% | 99.85% |
16.01.2025 | 1.12% | 0.83 CHF | 0.84 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 283'670 CHF | 286'870 CHF | 100.00% | 100.00% |
15.01.2025 | 1.18% | 0.90 CHF | 0.91 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 278'725 CHF | 282'025 CHF | 99.89% | 99.89% |
13.01.2025 | 1.08% | 0.93 CHF | 0.94 CHF | 330'000 | 330'000 | 330'000 | 330'000 | 303'755 CHF | 307'055 CHF | 100.00% | 100.00% |
10.01.2025 | 1.18% | 0.82 CHF | 0.83 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 295'528 CHF | 299'028 CHF | 94.85% | 94.85% |
09.01.2025 | 1.47% | 0.71 CHF | 0.72 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 243'278 CHF | 246'878 CHF | 100.00% | 100.00% |
08.01.2025 | 1.36% | 0.68 CHF | 0.69 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 255'384 CHF | 258'884 CHF | 100.00% | 100.00% |
07.01.2025 | 1.43% | 0.71 CHF | 0.72 CHF | 350'000 | 350'000 | 350'000 | 350'000 | 242'440 CHF | 245'940 CHF | 100.00% | 100.00% |