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 | 0.47% | 2.03 CHF | 2.04 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,122,640 CHF | 375,963 CHF | 99.43% | 99.43% |
29/01/2025 | 0.40% | 2.19 CHF | 2.19 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,333,900 CHF | 446,382 CHF | 84.02% | 84.02% |
28/01/2025 | 0.36% | 2.72 CHF | 2.73 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,446,950 CHF | 484,067 CHF | 99.44% | 99.44% |
27/01/2025 | 0.37% | 2.69 CHF | 2.70 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,400,320 CHF | 468,523 CHF | 99.44% | 99.44% |
24/01/2025 | 0.37% | 2.74 CHF | 2.75 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,429,160 CHF | 478,135 CHF | 96.65% | 96.65% |
23/01/2025 | 0.36% | 2.71 CHF | 2.72 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,446,020 CHF | 483,758 CHF | 99.44% | 99.44% |
22/01/2025 | 0.36% | 2.78 CHF | 2.79 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,451,390 CHF | 485,548 CHF | 98.27% | 98.27% |
21/01/2025 | 0.36% | 2.72 CHF | 2.73 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,467,650 CHF | 490,968 CHF | 98.36% | 98.36% |
20/01/2025 | 0.36% | 2.76 CHF | 2.77 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,463,430 CHF | 489,561 CHF | 99.43% | 99.43% |
17/01/2025 | 0.37% | 2.74 CHF | 2.75 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,432,180 CHF | 479,145 CHF | 99.01% | 99.01% |