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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.01.2025 | 1.56% | 0.72 CHF | 0.73 CHF | 500'000 | 500'000 | 500'000 | 499'999 | 319'822 CHF | 324'821 CHF | 100.00% | 100.00% |
23.01.2025 | 1.20% | 0.74 CHF | 0.75 CHF | 500'000 | 500'000 | 498'096 | 498'096 | 416'910 CHF | 421'910 CHF | 100.00% | 100.00% |
22.01.2025 | 1.15% | 0.95 CHF | 0.96 CHF | 500'000 | 500'000 | 496'379 | 496'376 | 437'782 CHF | 442'779 CHF | 100.00% | 100.00% |
21.01.2025 | 0.75% | 1.24 CHF | 1.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 667'780 CHF | 672'780 CHF | 100.00% | 100.00% |