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 | 2.54% | 0.38 CHF | 0.39 CHF | 140,000 | 50,000 | 132,885 | 50,000 | 51,731 CHF | 19,978 CHF | 97.49% | 97.49% |
29/01/2025 | 2.83% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 148,359 | 50,000 | 51,654 CHF | 17,916 CHF | 98.32% | 98.32% |
28/01/2025 | 2.98% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 157,310 | 50,000 | 52,038 CHF | 17,050 CHF | 99.32% | 99.32% |
27/01/2025 | 6.08% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 149,834 | 50,000 | 46,199 CHF | 16,135 CHF | 98.23% | 98.23% |
24/01/2025 | 2.84% | 0.35 CHF | 0.36 CHF | 150,000 | 50,000 | 150,307 | 50,000 | 52,136 CHF | 17,848 CHF | 99.23% | 99.23% |
23/01/2025 | 2.99% | 0.34 CHF | 0.35 CHF | 150,000 | 50,000 | 156,932 | 50,000 | 51,769 CHF | 17,004 CHF | 98.10% | 98.10% |
22/01/2025 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |