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 | 0.45% | 2.12 CHF | 2.13 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,167,130 CHF | 390,794 CHF | 99.43% | 99.43% |
29/01/2025 | 0.38% | 2.27 CHF | 2.28 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,377,750 CHF | 461,000 CHF | 83.32% | 83.32% |
28/01/2025 | 0.35% | 2.80 CHF | 2.81 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,491,260 CHF | 498,838 CHF | 99.44% | 99.44% |
27/01/2025 | 0.36% | 2.77 CHF | 2.78 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,444,370 CHF | 483,206 CHF | 99.44% | 99.44% |
24/01/2025 | 0.36% | 2.82 CHF | 2.83 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,473,270 CHF | 492,841 CHF | 96.68% | 96.68% |
23/01/2025 | 0.35% | 2.80 CHF | 2.81 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,490,300 CHF | 498,517 CHF | 99.44% | 99.44% |
22/01/2025 | 0.35% | 2.86 CHF | 2.87 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,495,340 CHF | 500,198 CHF | 98.27% | 98.27% |
21/01/2025 | 0.35% | 2.81 CHF | 2.82 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,512,180 CHF | 505,811 CHF | 98.36% | 98.36% |
20/01/2025 | 0.35% | 2.85 CHF | 2.86 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,507,660 CHF | 504,304 CHF | 99.43% | 99.43% |
17/01/2025 | 0.35% | 2.83 CHF | 2.84 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,476,800 CHF | 494,016 CHF | 99.01% | 99.01% |