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 | 3.63% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 188,568 | 50,000 | 51,080 CHF | 14,071 CHF | 97.52% | 97.52% |
29/01/2025 | 4.40% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 227,559 | 50,000 | 50,557 CHF | 11,622 CHF | 98.35% | 98.35% |
28/01/2025 | 4.85% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 250,333 | 50,000 | 50,387 CHF | 10,587 CHF | 99.35% | 99.35% |
27/01/2025 | 10.73% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 249,761 | 50,000 | 44,535 CHF | 9,615 CHF | 98.28% | 98.28% |
24/01/2025 | 4.26% | 0.23 CHF | 0.24 CHF | 220,000 | 50,000 | 220,119 | 50,000 | 50,541 CHF | 11,994 CHF | 99.26% | 99.26% |
23/01/2025 | 4.76% | 0.22 CHF | 0.23 CHF | 230,000 | 50,000 | 246,456 | 50,000 | 50,529 CHF | 10,781 CHF | 98.13% | 98.13% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |