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 | 2.15% | 0.43 CHF | 0.44 CHF | 120,000 | 50,000 | 113,618 | 50,000 | 52,345 CHF | 23,567 CHF | 97.41% | 97.41% |
29/01/2025 | 2.55% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 134,242 | 50,000 | 51,948 CHF | 19,868 CHF | 98.32% | 98.32% |
28/01/2025 | 2.80% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 147,647 | 50,000 | 51,947 CHF | 18,123 CHF | 99.32% | 99.32% |
27/01/2025 | 6.12% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 147,763 | 50,000 | 46,246 CHF | 16,364 CHF | 98.25% | 98.25% |
24/01/2025 | 2.51% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 131,801 | 50,000 | 51,781 CHF | 20,157 CHF | 99.23% | 99.23% |
23/01/2025 | 2.77% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 145,245 | 50,000 | 51,625 CHF | 18,300 CHF | 98.10% | 98.10% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |