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 | 1.66% | 0.60 CHF | 0.61 CHF | 600'000 | 200'000 | 600'000 | 199'994 | 358'139 CHF | 121'376 CHF | 98.94% | 98.94% |
21.01.2025 | 1.89% | 0.54 CHF | 0.55 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 314'219 CHF | 106'740 CHF | 99.13% | 99.13% |
20.01.2025 | 1.94% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 305'619 CHF | 103'873 CHF | 99.37% | 99.37% |
17.01.2025 | 1.86% | 0.53 CHF | 0.54 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 320'476 CHF | 108'825 CHF | 99.26% | 99.26% |
16.01.2025 | 1.91% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 310'580 CHF | 105'527 CHF | 98.51% | 98.51% |
15.01.2025 | 2.30% | 0.45 CHF | 0.46 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 257'641 CHF | 87'880 CHF | 99.22% | 99.22% |
13.01.2025 | 2.41% | 0.42 CHF | 0.43 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 246'142 CHF | 84'047 CHF | 99.18% | 99.18% |
10.01.2025 | 1.85% | 0.52 CHF | 0.53 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 321'523 CHF | 109'174 CHF | 99.36% | 99.36% |