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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.01.2025 | 4.09% | 0.40 CHF | 0.41 CHF | 146'000 | 146'000 | 65'369 | 65'369 | 28'322 CHF | 29'316 CHF | 100.00% | 100.00% |
21.01.2025 | 3.41% | 0.52 CHF | 0.53 CHF | 152'000 | 152'000 | 67'513 | 67'513 | 36'186 CHF | 37'209 CHF | 100.00% | 100.00% |
20.01.2025 | 3.61% | 0.51 CHF | 0.53 CHF | 60'000 | 60'000 | 48'107 | 47'391 | 26'009 CHF | 26'577 CHF | 99.90% | 99.90% |
17.01.2025 | 1.71% | 0.59 CHF | 0.60 CHF | 152'000 | 152'000 | 67'959 | 67'959 | 42'689 CHF | 43'383 CHF | 99.88% | 99.88% |
16.01.2025 | 1.47% | 0.61 CHF | 0.62 CHF | 154'000 | 154'000 | 70'679 | 70'679 | 48'490 CHF | 49'199 CHF | 100.00% | 100.00% |
15.01.2025 | 1.28% | 0.76 CHF | 0.77 CHF | 162'000 | 162'000 | 73'020 | 73'020 | 56'684 CHF | 57'416 CHF | 99.38% | 99.38% |
13.01.2025 | 1.13% | 0.92 CHF | 0.93 CHF | 168'000 | 168'000 | 75'322 | 74'729 | 67'618 CHF | 67'825 CHF | 100.00% | 100.00% |
10.01.2025 | 1.27% | 0.88 CHF | 0.89 CHF | 166'000 | 166'000 | 74'024 | 74'024 | 60'504 CHF | 61'245 CHF | 97.12% | 97.12% |
09.01.2025 | 1.44% | 0.82 CHF | 0.84 CHF | 67'000 | 67'000 | 53'396 | 53'245 | 44'204 CHF | 44'745 CHF | 99.83% | 99.83% |