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 | 0.56% | 1.67 CHF | 1.68 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 931,881 CHF | 312,377 CHF | 99.43% | 99.43% |
29/01/2025 | 0.46% | 1.82 CHF | 1.83 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,142,880 CHF | 382,710 CHF | 83.32% | 83.32% |
28/01/2025 | 0.42% | 2.36 CHF | 2.37 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,256,710 CHF | 420,654 CHF | 99.44% | 99.44% |
27/01/2025 | 0.43% | 2.33 CHF | 2.34 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,211,280 CHF | 405,510 CHF | 99.44% | 99.44% |
24/01/2025 | 0.42% | 2.38 CHF | 2.38 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,239,150 CHF | 414,800 CHF | 96.66% | 96.66% |
23/01/2025 | 0.42% | 2.35 CHF | 2.36 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,255,260 CHF | 420,169 CHF | 99.44% | 99.44% |
22/01/2025 | 0.42% | 2.42 CHF | 2.42 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,261,180 CHF | 422,145 CHF | 98.27% | 98.27% |
21/01/2025 | 0.41% | 2.36 CHF | 2.37 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,277,040 CHF | 427,428 CHF | 98.36% | 98.36% |
20/01/2025 | 0.41% | 2.40 CHF | 2.41 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,272,150 CHF | 425,800 CHF | 99.43% | 99.43% |
17/01/2025 | 0.42% | 2.38 CHF | 2.38 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,240,980 CHF | 415,411 CHF | 99.01% | 99.01% |