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 | 1.43% | 0.67 CHF | 0.68 CHF | 80,000 | 50,000 | 79,385 | 50,000 | 55,065 CHF | 35,193 CHF | 97.52% | 97.52% |
29/01/2025 | 1.60% | 0.64 CHF | 0.65 CHF | 80,000 | 50,000 | 85,118 | 50,000 | 52,788 CHF | 31,540 CHF | 98.35% | 98.35% |
28/01/2025 | 1.71% | 0.60 CHF | 0.61 CHF | 90,000 | 50,000 | 90,407 | 50,000 | 52,558 CHF | 29,575 CHF | 99.35% | 99.35% |
27/01/2025 | 3.51% | 0.58 CHF | 0.59 CHF | 90,000 | 50,000 | 89,364 | 50,000 | 48,072 CHF | 27,673 CHF | 98.28% | 98.28% |
24/01/2025 | 1.62% | 0.62 CHF | 0.63 CHF | 90,000 | 50,000 | 88,367 | 50,000 | 54,249 CHF | 31,210 CHF | 99.25% | 99.25% |
23/01/2025 | 1.71% | 0.59 CHF | 0.60 CHF | 90,000 | 50,000 | 90,000 | 50,000 | 52,171 CHF | 29,484 CHF | 98.13% | 98.13% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |