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 | 2.37% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 123,728 | 50,000 | 51,636 CHF | 21,385 CHF | 97.48% | 97.48% |
29/01/2025 | 2.68% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 140,475 | 50,000 | 51,702 CHF | 18,906 CHF | 98.31% | 98.31% |
28/01/2025 | 2.88% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,558 | 50,000 | 51,566 CHF | 17,638 CHF | 99.31% | 99.31% |
27/01/2025 | 5.94% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 146,194 | 50,000 | 46,446 CHF | 16,595 CHF | 98.20% | 98.20% |
24/01/2025 | 2.71% | 0.37 CHF | 0.38 CHF | 140,000 | 50,000 | 140,893 | 50,000 | 51,279 CHF | 18,703 CHF | 99.22% | 99.22% |
23/01/2025 | 2.88% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 152,104 | 50,000 | 52,134 CHF | 17,647 CHF | 98.09% | 98.09% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |