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 | 1.35% | 0.64 CHF | 0.65 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 389,363 CHF | 131,538 CHF | 99.43% | 99.43% |
29/01/2025 | 0.91% | 0.79 CHF | 0.80 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 601,735 CHF | 202,328 CHF | 84.02% | 84.02% |
28/01/2025 | 0.73% | 1.33 CHF | 1.34 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 715,425 CHF | 240,225 CHF | 99.44% | 99.44% |
27/01/2025 | 0.78% | 1.30 CHF | 1.31 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 673,701 CHF | 226,317 CHF | 99.44% | 99.44% |
24/01/2025 | 0.75% | 1.35 CHF | 1.36 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 698,744 CHF | 234,665 CHF | 96.67% | 96.67% |
23/01/2025 | 0.73% | 1.31 CHF | 1.32 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 713,612 CHF | 239,621 CHF | 99.43% | 99.43% |
22/01/2025 | 0.73% | 1.38 CHF | 1.39 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 720,809 CHF | 242,020 CHF | 98.28% | 98.28% |
21/01/2025 | 0.71% | 1.33 CHF | 1.34 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 734,093 CHF | 246,448 CHF | 98.36% | 98.36% |
20/01/2025 | 0.72% | 1.37 CHF | 1.38 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 728,231 CHF | 244,494 CHF | 99.38% | 99.38% |
17/01/2025 | 0.75% | 1.34 CHF | 1.35 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 697,339 CHF | 234,196 CHF | 99.01% | 99.01% |