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 | 2.11% | 0.47 CHF | 0.48 CHF | 50,000 | 25,000 | 50,000 | 24,984 | 23,431 CHF | 11,958 CHF | 97.62% | 97.62% |
29/01/2025 | 2.13% | 0.47 CHF | 0.48 CHF | 50,000 | 25,000 | 49,992 | 25,000 | 23,280 CHF | 11,892 CHF | 100.00% | 100.00% |
28/01/2025 | 2.04% | 0.49 CHF | 0.50 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 24,298 CHF | 12,399 CHF | 100.00% | 100.00% |
27/01/2025 | 2.02% | 0.49 CHF | 0.50 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 24,492 CHF | 12,496 CHF | 99.98% | 99.98% |
24/01/2025 | 2.09% | 0.47 CHF | 0.48 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 23,690 CHF | 12,095 CHF | 100.00% | 100.00% |
23/01/2025 | 2.27% | 0.43 CHF | 0.44 CHF | 50,000 | 25,000 | 49,990 | 25,000 | 21,798 CHF | 11,151 CHF | 100.00% | 100.00% |
22/01/2025 | 2.19% | 0.46 CHF | 0.47 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 22,604 CHF | 11,552 CHF | 100.00% | 100.00% |
21/01/2025 | 2.57% | 0.43 CHF | 0.44 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 19,287 CHF | 9,893 CHF | 100.00% | 100.00% |
20/01/2025 | 2.86% | 0.38 CHF | 0.39 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 17,296 CHF | 8,898 CHF | 100.00% | 100.00% |
17/01/2025 | 2.90% | 0.35 CHF | 0.36 CHF | 50,000 | 25,000 | 50,000 | 25,000 | 17,004 CHF | 8,752 CHF | 100.00% | 100.00% |