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 | 7.07% | 0.13 CHF | 0.14 CHF | 100'000 | 100'000 | 248'715 | 99'923 | 34'311 CHF | 14'649 CHF | 98.98% | 98.98% |
21.01.2025 | 6.67% | 0.15 CHF | 0.16 CHF | 300'000 | 100'000 | 286'229 | 95'366 | 41'541 CHF | 14'794 CHF | 77.35% | 77.35% |
20.01.2025 | 5.95% | 0.18 CHF | 0.19 CHF | 225'000 | 75'000 | 228'627 | 76'164 | 37'302 CHF | 13'189 CHF | 99.36% | 99.36% |
17.01.2025 | 5.58% | 0.16 CHF | 0.17 CHF | 225'000 | 75'000 | 238'595 | 79'532 | 41'531 CHF | 14'639 CHF | 99.37% | 99.37% |
16.01.2025 | 7.25% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 39'927 CHF | 14'309 CHF | 99.22% | 99.22% |
15.01.2025 | 8.77% | 0.12 CHF | 0.13 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 32'846 CHF | 11'949 CHF | 99.06% | 99.06% |
13.01.2025 | 8.34% | 0.08 CHF | 0.09 CHF | 450'000 | 150'000 | 321'226 | 107'075 | 37'461 CHF | 13'558 CHF | 96.10% | 96.10% |
10.01.2025 | 6.60% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 300'000 | 99'998 | 43'996 CHF | 15'665 CHF | 99.25% | 99.25% |
09.01.2025 | 6.25% | 0.14 CHF | 0.15 CHF | 300'000 | 100'000 | 282'319 | 94'127 | 43'738 CHF | 15'524 CHF | 98.97% | 98.97% |
08.01.2025 | 7.73% | 0.13 CHF | 0.14 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 37'395 CHF | 13'465 CHF | 99.37% | 99.37% |