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 | 0.62% | 1.80 CHF | 1.81 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 161,428 CHF | 162,428 CHF | 96.61% | 96.61% |
29/01/2025 | 0.69% | 1.45 CHF | 1.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 144,447 CHF | 145,447 CHF | 99.00% | 99.00% |
28/01/2025 | 0.69% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 143,567 CHF | 144,567 CHF | 99.40% | 99.40% |
27/01/2025 | 0.67% | 1.39 CHF | 1.40 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 147,771 CHF | 148,771 CHF | 99.09% | 99.09% |
24/01/2025 | 0.61% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 162,375 CHF | 163,375 CHF | 98.94% | 98.94% |
23/01/2025 | 0.68% | 1.42 CHF | 1.43 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 145,626 CHF | 146,626 CHF | 99.42% | 99.42% |
22/01/2025 | 0.61% | 1.54 CHF | 1.55 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 164,854 CHF | 165,854 CHF | 99.46% | 99.46% |
21/01/2025 | 0.63% | 1.65 CHF | 1.66 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 157,305 CHF | 158,305 CHF | 99.00% | 99.00% |
20/01/2025 | 0.63% | 1.57 CHF | 1.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 158,410 CHF | 159,410 CHF | 99.15% | 99.15% |
17/01/2025 | 0.66% | 1.51 CHF | 1.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 150,909 CHF | 151,909 CHF | 96.31% | 96.31% |