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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/01/2025 | 1.82% | 2.39 CHF | 2.41 CHF | 37,000 | 37,000 | 14,435 | 14,435 | 35,759 CHF | 36,260 CHF | 100.00% | 100.00% |
29/01/2025 | 0.89% | 2.59 CHF | 2.61 CHF | 36,000 | 36,000 | 18,099 | 18,099 | 52,550 CHF | 52,992 CHF | 96.66% | 96.66% |
28/01/2025 | 0.78% | 3.27 CHF | 3.29 CHF | 31,000 | 31,000 | 16,484 | 16,484 | 54,629 CHF | 55,022 CHF | 100.00% | 100.00% |
27/01/2025 | 1.45% | 3.23 CHF | 3.25 CHF | 31,000 | 31,000 | 17,464 | 17,429 | 56,081 CHF | 56,666 CHF | 98.60% | 98.60% |
24/01/2025 | 0.78% | 3.29 CHF | 3.31 CHF | 31,000 | 31,000 | 17,438 | 17,438 | 57,170 CHF | 57,587 CHF | 100.00% | 100.00% |
23/01/2025 | 0.78% | 3.26 CHF | 3.28 CHF | 31,000 | 31,000 | 16,657 | 16,657 | 55,084 CHF | 55,482 CHF | 100.00% | 100.00% |
22/01/2025 | 0.81% | 3.34 CHF | 3.36 CHF | 30,000 | 30,000 | 16,532 | 16,532 | 54,886 CHF | 55,293 CHF | 100.00% | 100.00% |
21/01/2025 | 0.99% | 3.28 CHF | 3.30 CHF | 31,000 | 31,000 | 16,591 | 16,591 | 55,636 CHF | 56,131 CHF | 100.00% | 100.00% |
20/01/2025 | 1.02% | 3.38 CHF | 3.41 CHF | 15,000 | 15,000 | 13,338 | 13,338 | 44,922 CHF | 45,376 CHF | 100.00% | 100.00% |
17/01/2025 | 0.78% | 3.30 CHF | 3.32 CHF | 31,000 | 31,000 | 17,357 | 17,357 | 57,003 CHF | 57,420 CHF | 98.93% | 98.93% |