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 | 0.84% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,016 CHF | 481,016 CHF | 100.00% | 100.00% |
29/01/2025 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,831 CHF | 479,831 CHF | 100.00% | 100.00% |
28/01/2025 | 0.83% | 95.40 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,150 CHF | 481,150 CHF | 100.00% | 100.00% |
27/01/2025 | 0.85% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,497 CHF | 474,497 CHF | 100.00% | 100.00% |
24/01/2025 | 0.84% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,839 CHF | 475,839 CHF | 99.82% | 99.82% |
23/01/2025 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,407 CHF | 474,407 CHF | 99.19% | 99.19% |
22/01/2025 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,186 CHF | 478,186 CHF | 99.84% | 99.84% |
21/01/2025 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,811 CHF | 470,811 CHF | 100.00% | 100.00% |
20/01/2025 | 0.86% | 92.80 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,585 CHF | 468,585 CHF | 100.00% | 100.00% |
17/01/2025 | 0.85% | 93.50 % | 94.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,624 CHF | 470,624 CHF | 98.31% | 98.31% |