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 | 1.84% | 0.52 CHF | 0.53 CHF | 100,000 | 50,000 | 99,172 | 50,000 | 53,424 CHF | 27,444 CHF | 97.49% | 97.49% |
29/01/2025 | 2.07% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 110,011 | 50,000 | 52,610 CHF | 24,411 CHF | 98.32% | 98.32% |
28/01/2025 | 2.22% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 117,055 | 50,000 | 52,207 CHF | 22,819 CHF | 99.32% | 99.32% |
27/01/2025 | 4.57% | 0.44 CHF | 0.45 CHF | 120,000 | 50,000 | 114,157 | 50,000 | 47,129 CHF | 21,369 CHF | 98.23% | 98.23% |
24/01/2025 | 2.09% | 0.48 CHF | 0.49 CHF | 110,000 | 50,000 | 110,619 | 50,000 | 52,286 CHF | 24,140 CHF | 99.23% | 99.23% |
23/01/2025 | 2.22% | 0.46 CHF | 0.47 CHF | 110,000 | 50,000 | 117,569 | 50,000 | 52,407 CHF | 22,802 CHF | 98.10% | 98.10% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |