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 | 1.65% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 90,131 CHF | 91,631 CHF | 95.96% | 95.96% |
29/01/2025 | 2.09% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 71,614 CHF | 73,114 CHF | 99.28% | 99.28% |
28/01/2025 | 2.30% | 0.31 CHF | 0.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 65,566 CHF | 67,066 CHF | 99.16% | 99.16% |
27/01/2025 | 1.68% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 90,774 CHF | 92,274 CHF | 96.80% | 96.80% |
24/01/2025 | 0.94% | 1.12 CHF | 1.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 158,404 CHF | 159,904 CHF | 98.73% | 98.73% |
23/01/2025 | 0.99% | 1.00 CHF | 1.01 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 150,089 CHF | 151,589 CHF | 99.43% | 99.43% |
22/01/2025 | 0.90% | 1.07 CHF | 1.08 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 166,339 CHF | 167,839 CHF | 99.49% | 99.49% |
21/01/2025 | 0.95% | 1.04 CHF | 1.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 157,025 CHF | 158,525 CHF | 99.39% | 99.39% |
20/01/2025 | 1.00% | 1.01 CHF | 1.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 149,680 CHF | 151,180 CHF | 99.44% | 99.44% |
17/01/2025 | 1.10% | 0.94 CHF | 0.95 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 136,163 CHF | 137,663 CHF | 99.04% | 99.04% |