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 | 0.70% | 1.31 CHF | 1.32 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 743,437 CHF | 249,562 CHF | 99.43% | 99.43% |
29/01/2025 | 0.56% | 1.47 CHF | 1.48 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 955,212 CHF | 320,154 CHF | 84.02% | 84.02% |
28/01/2025 | 0.49% | 2.00 CHF | 2.01 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,068,750 CHF | 358,000 CHF | 99.44% | 99.44% |
27/01/2025 | 0.51% | 1.97 CHF | 1.98 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,024,590 CHF | 343,281 CHF | 99.44% | 99.44% |
24/01/2025 | 0.50% | 2.02 CHF | 2.03 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,051,440 CHF | 352,229 CHF | 96.65% | 96.65% |
23/01/2025 | 0.49% | 1.99 CHF | 2.00 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,067,060 CHF | 357,436 CHF | 99.44% | 99.44% |
22/01/2025 | 0.49% | 2.06 CHF | 2.07 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,073,410 CHF | 359,552 CHF | 98.28% | 98.28% |
21/01/2025 | 0.48% | 2.00 CHF | 2.01 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,088,400 CHF | 364,548 CHF | 98.36% | 98.36% |
20/01/2025 | 0.48% | 2.04 CHF | 2.05 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,083,160 CHF | 362,803 CHF | 99.38% | 99.38% |
17/01/2025 | 0.50% | 2.02 CHF | 2.03 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 1,052,470 CHF | 352,573 CHF | 99.01% | 99.01% |