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 | 1.11% | 7.09 CHF | 7.11 CHF | 10,000 | 10,000 | 5,804 | 5,804 | 41,422 CHF | 41,804 CHF | 99.68% | 99.68% |
29/01/2025 | 1.03% | 8.26 CHF | 8.28 CHF | 10,000 | 10,000 | 5,896 | 5,896 | 46,428 CHF | 46,807 CHF | 90.02% | 90.02% |
28/01/2025 | 1.01% | 8.69 CHF | 8.71 CHF | 7,500 | 7,500 | 5,285 | 5,285 | 42,612 CHF | 42,978 CHF | 94.56% | 94.56% |
27/01/2025 | 1.36% | 8.04 CHF | 8.06 CHF | 7,500 | 7,500 | 5,426 | 5,426 | 39,198 CHF | 39,614 CHF | 67.93% | 67.93% |
24/01/2025 | 14.35% | 4.61 CHF | 4.63 CHF | 7,500 | 7,500 | 5,256 | 5,256 | 24,117 CHF | 27,428 CHF | 98.95% | 98.95% |
23/01/2025 | 15.84% | 5.18 CHF | 5.36 CHF | 7,500 | 7,500 | 5,087 | 5,087 | 24,850 CHF | 28,711 CHF | 92.01% | 92.01% |
22/01/2025 | 16.76% | 4.82 CHF | 5.00 CHF | 7,500 | 7,500 | 5,265 | 5,265 | 22,904 CHF | 26,578 CHF | 99.52% | 99.52% |