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 | 1.07% | 0.91 CHF | 0.92 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 139,404 CHF | 140,904 CHF | 95.94% | 95.94% |
29/01/2025 | 0.96% | 1.13 CHF | 1.14 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 156,503 CHF | 158,003 CHF | 99.45% | 99.45% |
28/01/2025 | 0.92% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 162,406 CHF | 163,906 CHF | 99.43% | 99.43% |
27/01/2025 | 1.11% | 1.09 CHF | 1.10 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 135,807 CHF | 137,307 CHF | 94.28% | 94.28% |
24/01/2025 | 2.14% | 0.40 CHF | 0.41 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 70,113 CHF | 71,613 CHF | 98.83% | 98.83% |
23/01/2025 | 1.88% | 0.53 CHF | 0.54 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 79,116 CHF | 80,616 CHF | 99.49% | 99.49% |
22/01/2025 | 2.39% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 62,343 CHF | 63,843 CHF | 99.48% | 99.48% |
21/01/2025 | 2.04% | 0.49 CHF | 0.50 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 72,801 CHF | 74,301 CHF | 99.40% | 99.40% |
20/01/2025 | 1.84% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 80,775 CHF | 82,275 CHF | 99.49% | 99.49% |
17/01/2025 | 1.57% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 94,799 CHF | 96,299 CHF | 96.88% | 96.88% |