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 | 3.03% | 2.77 CHF | 2.80 CHF | 10,000 | 10,000 | 5,804 | 5,804 | 15,588 CHF | 15,970 CHF | 99.69% | 99.69% |
29/01/2025 | 3.76% | 1.60 CHF | 1.63 CHF | 10,000 | 10,000 | 5,896 | 5,896 | 11,646 CHF | 12,025 CHF | 90.03% | 90.03% |
28/01/2025 | 4.13% | 1.21 CHF | 1.24 CHF | 7,500 | 7,500 | 5,285 | 5,285 | 9,475 CHF | 9,839 CHF | 94.57% | 94.57% |
27/01/2025 | 3.26% | 1.81 CHF | 1.83 CHF | 7,500 | 7,500 | 5,425 | 5,425 | 13,918 CHF | 14,334 CHF | 67.96% | 67.96% |
24/01/2025 | 14.90% | 5.29 CHF | 5.32 CHF | 7,500 | 7,500 | 5,256 | 5,256 | 24,776 CHF | 28,085 CHF | 98.96% | 98.96% |
23/01/2025 | 17.62% | 4.62 CHF | 4.80 CHF | 7,500 | 7,500 | 5,087 | 5,087 | 21,968 CHF | 25,832 CHF | 92.02% | 92.02% |
22/01/2025 | 14.86% | 4.96 CHF | 5.14 CHF | 7,500 | 7,500 | 5,265 | 5,265 | 25,771 CHF | 29,443 CHF | 99.53% | 99.53% |