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 | 1.83% | 2.39 CHF | 2.41 CHF | 37,000 | 37,000 | 14,435 | 14,435 | 35,700 CHF | 36,201 CHF | 100.00% | 100.00% |
29/01/2025 | 0.89% | 2.58 CHF | 2.60 CHF | 36,000 | 36,000 | 18,105 | 18,105 | 52,394 CHF | 52,836 CHF | 96.52% | 96.52% |
28/01/2025 | 0.79% | 3.26 CHF | 3.28 CHF | 31,000 | 31,000 | 16,480 | 16,480 | 54,376 CHF | 54,769 CHF | 100.00% | 100.00% |
27/01/2025 | 1.46% | 3.22 CHF | 3.24 CHF | 31,000 | 31,000 | 17,464 | 17,429 | 55,878 CHF | 56,464 CHF | 98.62% | 98.62% |
24/01/2025 | 0.79% | 3.28 CHF | 3.30 CHF | 31,000 | 31,000 | 17,445 | 17,445 | 56,955 CHF | 57,373 CHF | 100.00% | 100.00% |
23/01/2025 | 0.78% | 3.24 CHF | 3.26 CHF | 31,000 | 31,000 | 16,664 | 16,664 | 54,851 CHF | 55,249 CHF | 100.00% | 100.00% |
22/01/2025 | 0.81% | 3.33 CHF | 3.35 CHF | 30,000 | 30,000 | 16,533 | 16,533 | 54,692 CHF | 55,099 CHF | 100.00% | 100.00% |
21/01/2025 | 0.99% | 3.26 CHF | 3.28 CHF | 31,000 | 31,000 | 16,591 | 16,591 | 55,422 CHF | 55,917 CHF | 100.00% | 100.00% |
20/01/2025 | 1.03% | 3.36 CHF | 3.39 CHF | 15,000 | 15,000 | 13,338 | 13,338 | 44,709 CHF | 45,163 CHF | 100.00% | 100.00% |
17/01/2025 | 0.78% | 3.28 CHF | 3.30 CHF | 31,000 | 31,000 | 17,353 | 17,353 | 56,748 CHF | 57,164 CHF | 98.95% | 98.95% |