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 | 3.68% | 0.21 CHF | 0.24 CHF | 21'000 | 21'000 | 131'562 | 131'562 | 38'269 CHF | 39'595 CHF | 98.43% | 98.43% |
16.01.2025 | 2.75% | 0.39 CHF | 0.41 CHF | 20'000 | 20'000 | 128'651 | 128'651 | 47'429 CHF | 48'722 CHF | 98.85% | 98.85% |
15.01.2025 | 2.82% | 0.40 CHF | 0.42 CHF | 20'000 | 20'000 | 129'180 | 129'180 | 46'475 CHF | 47'773 CHF | 98.64% | 98.64% |
13.01.2025 | 2.13% | 0.47 CHF | 0.49 CHF | 20'000 | 20'000 | 125'537 | 125'537 | 60'241 CHF | 61'502 CHF | 98.88% | 98.88% |
10.01.2025 | 1.72% | 0.57 CHF | 0.59 CHF | 19'000 | 19'000 | 121'276 | 121'276 | 72'288 CHF | 73'507 CHF | 98.93% | 98.93% |
09.01.2025 | 1.92% | 0.57 CHF | 0.59 CHF | 19'000 | 19'000 | 123'721 | 123'721 | 65'716 CHF | 66'959 CHF | 98.90% | 98.90% |