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 | 0.46% | 107.80 % | 108.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,663 CHF | 541,163 CHF | 96.53% | 96.53% |
29/01/2025 | 0.46% | 107.49 % | 107.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,526 CHF | 541,026 CHF | 100.00% | 100.00% |
28/01/2025 | 0.46% | 107.81 % | 108.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,386 CHF | 540,886 CHF | 100.00% | 100.00% |
27/01/2025 | 0.46% | 107.45 % | 107.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,530 CHF | 539,030 CHF | 100.00% | 100.00% |
24/01/2025 | 0.46% | 107.33 % | 107.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,412 CHF | 538,912 CHF | 100.00% | 100.00% |
23/01/2025 | 0.47% | 107.28 % | 107.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,338 CHF | 538,838 CHF | 98.77% | 98.77% |
22/01/2025 | 0.46% | 107.19 % | 107.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,703 CHF | 539,203 CHF | 100.00% | 100.00% |
21/01/2025 | 0.47% | 107.14 % | 107.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,944 CHF | 536,444 CHF | 36.97% | 36.97% |
20/01/2025 | 0.47% | 106.37 % | 106.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,060 CHF | 534,560 CHF | 100.00% | 100.00% |
17/01/2025 | 0.47% | 106.56 % | 107.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,838 CHF | 535,338 CHF | 100.00% | 100.00% |