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 | 1.79% | 0.45 CHF | 0.46 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 292,650 CHF | 99,300 CHF | 99.43% | 99.43% |
29/01/2025 | 1.10% | 0.61 CHF | 0.62 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 505,151 CHF | 170,134 CHF | 84.02% | 84.02% |
28/01/2025 | 0.84% | 1.14 CHF | 1.15 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 619,163 CHF | 208,138 CHF | 99.44% | 99.44% |
27/01/2025 | 0.90% | 1.12 CHF | 1.13 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 578,064 CHF | 194,438 CHF | 99.44% | 99.44% |
24/01/2025 | 0.87% | 1.16 CHF | 1.17 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 602,439 CHF | 202,563 CHF | 96.66% | 96.66% |
23/01/2025 | 0.85% | 1.13 CHF | 1.14 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 616,856 CHF | 207,369 CHF | 99.44% | 99.44% |
22/01/2025 | 0.84% | 1.20 CHF | 1.21 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 624,527 CHF | 209,926 CHF | 98.27% | 98.27% |
21/01/2025 | 0.82% | 1.15 CHF | 1.16 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 637,604 CHF | 214,284 CHF | 98.36% | 98.36% |
20/01/2025 | 0.83% | 1.18 CHF | 1.19 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 631,240 CHF | 212,163 CHF | 99.38% | 99.38% |
17/01/2025 | 0.87% | 1.16 CHF | 1.17 CHF | 525,000 | 175,000 | 525,000 | 175,000 | 600,767 CHF | 202,006 CHF | 99.00% | 99.00% |