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 | 1.44% | 0.66 CHF | 0.67 CHF | 80,000 | 50,000 | 79,374 | 50,000 | 54,744 CHF | 34,996 CHF | 97.39% | 97.39% |
29/01/2025 | 1.63% | 0.63 CHF | 0.64 CHF | 80,000 | 50,000 | 88,897 | 50,000 | 54,237 CHF | 31,018 CHF | 98.32% | 98.32% |
28/01/2025 | 1.75% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 91,944 | 50,000 | 52,116 CHF | 28,866 CHF | 99.32% | 99.32% |
27/01/2025 | 3.65% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 92,900 | 50,000 | 48,220 CHF | 26,717 CHF | 98.23% | 98.23% |
24/01/2025 | 1.63% | 0.61 CHF | 0.62 CHF | 90,000 | 50,000 | 89,628 | 50,000 | 54,522 CHF | 30,920 CHF | 99.23% | 99.23% |
23/01/2025 | 1.74% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 92,070 | 50,000 | 52,428 CHF | 28,995 CHF | 98.09% | 98.09% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |