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 | 1.14% | 0.85 CHF | 0.86 CHF | 60,000 | 50,000 | 60,058 | 50,000 | 52,469 CHF | 44,184 CHF | 97.46% | 97.46% |
29/01/2025 | 1.25% | 0.81 CHF | 0.82 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,829 CHF | 40,378 CHF | 98.28% | 98.28% |
28/01/2025 | 1.32% | 0.77 CHF | 0.78 CHF | 70,000 | 50,000 | 70,034 | 50,000 | 52,894 CHF | 38,264 CHF | 99.29% | 99.29% |
27/01/2025 | 2.66% | 0.75 CHF | 0.76 CHF | 70,000 | 50,000 | 71,365 | 50,000 | 50,328 CHF | 36,119 CHF | 98.18% | 98.18% |
24/01/2025 | 1.26% | 0.80 CHF | 0.81 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 55,194 CHF | 39,925 CHF | 99.19% | 99.19% |
23/01/2025 | 1.32% | 0.76 CHF | 0.77 CHF | 70,000 | 50,000 | 70,000 | 50,000 | 52,535 CHF | 38,025 CHF | 98.07% | 98.07% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |