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 | 1.71% | 0.56 CHF | 0.57 CHF | 90,000 | 50,000 | 90,107 | 50,000 | 52,412 CHF | 29,585 CHF | 97.49% | 97.49% |
29/01/2025 | 1.89% | 0.54 CHF | 0.55 CHF | 100,000 | 50,000 | 100,000 | 50,000 | 52,536 CHF | 26,768 CHF | 98.32% | 98.32% |
28/01/2025 | 1.99% | 0.51 CHF | 0.52 CHF | 100,000 | 50,000 | 105,038 | 50,000 | 52,108 CHF | 25,328 CHF | 99.32% | 99.32% |
27/01/2025 | 4.07% | 0.49 CHF | 0.50 CHF | 110,000 | 50,000 | 104,123 | 50,000 | 48,152 CHF | 23,879 CHF | 98.25% | 98.25% |
24/01/2025 | 1.90% | 0.53 CHF | 0.54 CHF | 100,000 | 50,000 | 100,007 | 50,000 | 52,027 CHF | 26,512 CHF | 99.23% | 99.23% |
23/01/2025 | 2.00% | 0.50 CHF | 0.51 CHF | 100,000 | 50,000 | 104,644 | 50,000 | 51,665 CHF | 25,206 CHF | 98.10% | 98.10% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |