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 | 0.75% | 93.43 % | 94.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,053 CHF | 234,803 CHF | 96.54% | 96.54% |
29/01/2025 | 0.75% | 92.32 % | 93.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,479 CHF | 234,229 CHF | 100.00% | 100.00% |
28/01/2025 | 0.75% | 93.45 % | 94.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,960 CHF | 234,710 CHF | 100.00% | 100.00% |
27/01/2025 | 0.76% | 92.31 % | 93.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,999 CHF | 231,749 CHF | 100.00% | 100.00% |
24/01/2025 | 0.76% | 92.00 % | 92.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,961 CHF | 231,711 CHF | 100.00% | 100.00% |
23/01/2025 | 0.76% | 91.89 % | 92.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,524 CHF | 231,274 CHF | 98.76% | 98.76% |
22/01/2025 | 0.76% | 91.62 % | 92.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,824 CHF | 231,574 CHF | 100.00% | 100.00% |
21/01/2025 | 0.74% | 93.63 % | 94.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,089 CHF | 235,839 CHF | 100.00% | 100.00% |
20/01/2025 | 0.75% | 93.40 % | 94.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,668 CHF | 235,418 CHF | 100.00% | 100.00% |
17/01/2025 | 0.74% | 93.87 % | 94.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 235,154 CHF | 236,904 CHF | 100.00% | 100.00% |