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 | 0.82% | 1.11 CHF | 1.12 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 639,649 CHF | 214,966 CHF | 99.43% | 99.43% |
29/01/2025 | 0.63% | 1.26 CHF | 1.27 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 851,765 CHF | 285,672 CHF | 84.02% | 84.02% |
28/01/2025 | 0.54% | 1.80 CHF | 1.81 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 965,437 CHF | 323,562 CHF | 99.44% | 99.44% |
27/01/2025 | 0.57% | 1.78 CHF | 1.79 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 921,901 CHF | 309,050 CHF | 99.44% | 99.44% |
24/01/2025 | 0.55% | 1.82 CHF | 1.83 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 948,152 CHF | 317,801 CHF | 96.66% | 96.66% |
23/01/2025 | 0.54% | 1.79 CHF | 1.80 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 963,510 CHF | 322,920 CHF | 99.44% | 99.44% |
22/01/2025 | 0.54% | 1.86 CHF | 1.87 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 970,279 CHF | 325,176 CHF | 98.27% | 98.27% |
21/01/2025 | 0.53% | 1.81 CHF | 1.82 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 984,699 CHF | 329,983 CHF | 98.36% | 98.36% |
20/01/2025 | 0.53% | 1.84 CHF | 1.85 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 979,484 CHF | 328,245 CHF | 99.38% | 99.38% |
17/01/2025 | 0.55% | 1.82 CHF | 1.83 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 948,667 CHF | 317,972 CHF | 99.00% | 99.00% |