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 |
---|---|---|---|---|---|---|---|---|---|---|---|
31/01/2025 | 0.16% | 6.47 CHF | 6.48 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,025,300 CHF | 1,026,900 CHF | 100.00% | 100.00% |
30/01/2025 | 0.16% | 6.31 CHF | 6.32 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 992,325 CHF | 993,925 CHF | 99.83% | 99.83% |
29/01/2025 | 0.17% | 5.98 CHF | 5.99 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 965,000 CHF | 966,600 CHF | 100.00% | 100.00% |
28/01/2025 | 0.17% | 6.02 CHF | 6.03 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 947,584 CHF | 949,184 CHF | 99.93% | 99.93% |
27/01/2025 | 0.17% | 5.84 CHF | 5.85 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 959,816 CHF | 961,416 CHF | 100.00% | 100.00% |
24/01/2025 | 0.16% | 6.18 CHF | 6.19 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 994,395 CHF | 995,995 CHF | 100.00% | 100.00% |
23/01/2025 | 0.17% | 5.97 CHF | 5.98 CHF | 160,000 | 160,000 | 159,875 | 159,875 | 953,255 CHF | 954,855 CHF | 100.00% | 100.00% |
22/01/2025 | 0.17% | 6.05 CHF | 6.06 CHF | 160,000 | 160,000 | 159,794 | 159,794 | 964,550 CHF | 966,150 CHF | 100.00% | 100.00% |
21/01/2025 | 0.17% | 5.89 CHF | 5.90 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 925,322 CHF | 926,922 CHF | 99.89% | 99.89% |
20/01/2025 | 0.18% | 5.65 CHF | 5.66 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 908,431 CHF | 910,031 CHF | 100.00% | 100.00% |