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 | 1.07% | 0.83 CHF | 0.84 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 488,531 CHF | 164,594 CHF | 99.43% | 99.43% |
29/01/2025 | 0.77% | 0.98 CHF | 0.99 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 700,718 CHF | 235,323 CHF | 84.02% | 84.02% |
28/01/2025 | 0.64% | 1.51 CHF | 1.52 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 814,463 CHF | 273,238 CHF | 99.44% | 99.44% |
27/01/2025 | 0.68% | 1.49 CHF | 1.50 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 772,132 CHF | 259,127 CHF | 99.44% | 99.44% |
24/01/2025 | 0.66% | 1.54 CHF | 1.55 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 797,584 CHF | 267,611 CHF | 96.66% | 96.66% |
23/01/2025 | 0.64% | 1.50 CHF | 1.51 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 812,635 CHF | 272,628 CHF | 99.44% | 99.44% |
22/01/2025 | 0.64% | 1.57 CHF | 1.58 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 819,795 CHF | 275,015 CHF | 98.28% | 98.28% |
21/01/2025 | 0.63% | 1.52 CHF | 1.53 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 833,200 CHF | 279,483 CHF | 98.36% | 98.36% |
20/01/2025 | 0.63% | 1.56 CHF | 1.57 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 827,690 CHF | 277,647 CHF | 99.38% | 99.38% |
17/01/2025 | 0.66% | 1.53 CHF | 1.54 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 796,849 CHF | 267,366 CHF | 99.01% | 99.01% |