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 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,558 CHF | 501,558 CHF | 100.00% | 100.00% |
29/01/2025 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 499,332 | 497,501 CHF | 500,831 CHF | 100.00% | 100.00% |
28/01/2025 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,989 CHF | 501,989 CHF | 97.41% | 97.41% |
27/01/2025 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,790 CHF | 501,790 CHF | 100.00% | 100.00% |
24/01/2025 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,500 CHF | 500,500 CHF | 99.83% | 99.83% |
23/01/2025 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,664 CHF | 500,664 CHF | 99.19% | 99.19% |
22/01/2025 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,022 CHF | 501,022 CHF | 99.85% | 99.85% |
21/01/2025 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,780 CHF | 500,780 CHF | 100.00% | 100.00% |
20/01/2025 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,163 CHF | 500,163 CHF | 100.00% | 100.00% |
17/01/2025 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,500 CHF | 500,500 CHF | 100.00% | 100.00% |