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 | 1.35% | 0.70 CHF | 0.71 CHF | 80,000 | 50,000 | 71,788 | 50,000 | 52,937 CHF | 37,416 CHF | 97.48% | 97.48% |
29/01/2025 | 1.55% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 82,800 | 50,000 | 52,875 CHF | 32,466 CHF | 98.31% | 98.31% |
28/01/2025 | 1.69% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,746 | 50,000 | 53,116 CHF | 29,787 CHF | 99.31% | 99.31% |
27/01/2025 | 3.64% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 91,812 | 50,000 | 48,227 CHF | 27,040 CHF | 98.24% | 98.24% |
24/01/2025 | 1.55% | 0.65 CHF | 0.66 CHF | 80,000 | 50,000 | 81,225 | 50,000 | 52,003 CHF | 32,535 CHF | 99.22% | 99.22% |
23/01/2025 | 1.69% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 90,085 | 50,000 | 52,950 CHF | 29,891 CHF | 98.09% | 98.09% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |