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 | 2.81% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 147,004 | 50,000 | 51,560 CHF | 18,060 CHF | 97.52% | 97.52% |
29/01/2025 | 3.25% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 172,166 | 50,000 | 52,077 CHF | 15,632 CHF | 98.35% | 98.35% |
28/01/2025 | 3.51% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 182,653 | 50,000 | 51,181 CHF | 14,525 CHF | 99.35% | 99.35% |
27/01/2025 | 7.44% | 0.28 CHF | 0.29 CHF | 180,000 | 50,000 | 176,836 | 50,000 | 44,989 CHF | 13,423 CHF | 98.28% | 98.28% |
24/01/2025 | 3.24% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 170,887 | 50,000 | 51,861 CHF | 15,679 CHF | 99.25% | 99.25% |
23/01/2025 | 3.48% | 0.29 CHF | 0.30 CHF | 180,000 | 50,000 | 182,174 | 50,000 | 51,484 CHF | 14,638 CHF | 98.13% | 98.13% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |