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 | 2.88% | 0.30 CHF | 0.31 CHF | 500'000 | 500'000 | 499'925 | 499'925 | 174'342 CHF | 179'342 CHF | 100.00% | 100.00% |
16.01.2025 | 1.45% | 0.71 CHF | 0.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 342'679 CHF | 347'679 CHF | 99.91% | 99.91% |
15.01.2025 | 1.19% | 0.67 CHF | 0.68 CHF | 500'000 | 500'000 | 491'585 | 491'585 | 445'734 CHF | 450'706 CHF | 99.94% | 99.94% |