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 | 1.12% | 0.86 CHF | 0.87 CHF | 60,000 | 50,000 | 60,000 | 50,000 | 53,296 CHF | 44,913 CHF | 97.39% | 97.39% |
29/01/2025 | 1.24% | 0.82 CHF | 0.83 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 56,165 CHF | 40,618 CHF | 98.32% | 98.32% |
28/01/2025 | 1.32% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,184 | 50,000 | 52,926 CHF | 38,211 CHF | 99.32% | 99.32% |
27/01/2025 | 2.69% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 71,410 | 50,000 | 49,970 CHF | 35,845 CHF | 98.23% | 98.23% |
24/01/2025 | 1.25% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,596 CHF | 40,211 CHF | 99.23% | 99.23% |
23/01/2025 | 1.32% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,643 CHF | 38,102 CHF | 98.10% | 98.10% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |