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 | 0.51% | 1.85 CHF | 1.86 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,026,560 CHF | 343,936 CHF | 99.43% | 99.43% |
29/01/2025 | 0.43% | 2.00 CHF | 2.01 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,237,870 CHF | 414,372 CHF | 84.02% | 84.02% |
28/01/2025 | 0.39% | 2.53 CHF | 2.54 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,351,110 CHF | 452,122 CHF | 99.44% | 99.44% |
27/01/2025 | 0.40% | 2.51 CHF | 2.52 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,304,970 CHF | 436,741 CHF | 99.44% | 99.44% |
24/01/2025 | 0.39% | 2.55 CHF | 2.56 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,333,450 CHF | 446,235 CHF | 96.65% | 96.65% |
23/01/2025 | 0.39% | 2.53 CHF | 2.54 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,349,760 CHF | 451,670 CHF | 99.44% | 99.44% |
22/01/2025 | 0.39% | 2.60 CHF | 2.61 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,355,510 CHF | 453,586 CHF | 98.28% | 98.28% |
21/01/2025 | 0.38% | 2.54 CHF | 2.55 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,371,560 CHF | 458,935 CHF | 98.36% | 98.36% |
20/01/2025 | 0.38% | 2.58 CHF | 2.59 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,366,860 CHF | 457,369 CHF | 99.43% | 99.43% |
17/01/2025 | 0.39% | 2.56 CHF | 2.57 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,336,090 CHF | 447,114 CHF | 99.00% | 99.00% |