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 | 2.40% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 499'902 | 499'897 | 209'036 CHF | 214'034 CHF | 100.00% | 100.00% |
16.01.2025 | 1.31% | 0.78 CHF | 0.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 378'482 CHF | 383'482 CHF | 99.91% | 99.91% |
15.01.2025 | 1.09% | 0.74 CHF | 0.75 CHF | 500'000 | 500'000 | 491'595 | 491'595 | 481'836 CHF | 486'808 CHF | 99.94% | 99.94% |