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 | 2.01% | 0.44 CHF | 0.45 CHF | 40'000 | 40'000 | 39'924 | 39'924 | 19'755 CHF | 20'155 CHF | 100.00% | 100.00% |
21.01.2025 | 1.89% | 0.51 CHF | 0.52 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 15'762 CHF | 16'062 CHF | 100.00% | 100.00% |
20.01.2025 | 1.86% | 0.57 CHF | 0.58 CHF | 40'000 | 40'000 | 38'719 | 38'719 | 20'577 CHF | 20'964 CHF | 100.00% | 100.00% |
17.01.2025 | 1.93% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 20'526 CHF | 20'926 CHF | 100.00% | 100.00% |
16.01.2025 | 2.25% | 0.47 CHF | 0.48 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 17'577 CHF | 17'977 CHF | 100.00% | 100.00% |
15.01.2025 | 2.30% | 0.45 CHF | 0.46 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 17'242 CHF | 17'642 CHF | 100.00% | 100.00% |