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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/01/2025 | 0.80% | 104.97 CHF | 105.81 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 262,957 CHF | 265,069 CHF | 100.00% | 100.00% |
28/01/2025 | 0.80% | 104.90 CHF | 105.74 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 262,805 CHF | 264,916 CHF | 100.00% | 100.00% |
27/01/2025 | 0.80% | 104.93 CHF | 105.77 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 261,273 CHF | 263,371 CHF | 100.00% | 100.00% |
24/01/2025 | 0.80% | 104.69 CHF | 105.53 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 262,224 CHF | 264,330 CHF | 100.00% | 100.00% |
23/01/2025 | 0.80% | 104.48 CHF | 105.32 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 260,416 CHF | 262,507 CHF | 100.00% | 100.00% |
22/01/2025 | 0.80% | 103.80 CHF | 104.64 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 259,126 CHF | 261,207 CHF | 100.00% | 100.00% |
21/01/2025 | 0.80% | 102.57 CHF | 103.39 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 254,702 CHF | 256,748 CHF | 100.00% | 100.00% |
20/01/2025 | 0.80% | 101.43 CHF | 102.24 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 253,511 CHF | 255,547 CHF | 100.00% | 100.00% |
17/01/2025 | 0.80% | 101.16 CHF | 101.97 CHF | 2,500 | 2,500 | 2,500 | 2,500 | 252,901 CHF | 254,933 CHF | 0.99% | 0.99% |