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 | 3.75% | 2.26 CHF | 2.28 CHF | 10,000 | 10,000 | 5,805 | 5,805 | 12,609 CHF | 12,991 CHF | 99.66% | 99.66% |
29/01/2025 | 4.96% | 1.09 CHF | 1.12 CHF | 10,000 | 10,000 | 5,897 | 5,897 | 8,622 CHF | 9,000 CHF | 89.98% | 89.98% |
28/01/2025 | 5.67% | 0.70 CHF | 0.73 CHF | 7,500 | 7,500 | 5,285 | 5,285 | 6,767 CHF | 7,132 CHF | 94.54% | 94.54% |
27/01/2025 | 4.00% | 1.30 CHF | 1.32 CHF | 7,500 | 7,500 | 5,427 | 5,427 | 11,159 CHF | 11,575 CHF | 67.89% | 67.89% |
24/01/2025 | 16.66% | 4.78 CHF | 4.81 CHF | 7,500 | 7,500 | 5,257 | 5,257 | 22,087 CHF | 25,399 CHF | 98.92% | 98.92% |
23/01/2025 | 19.76% | 4.11 CHF | 4.29 CHF | 7,500 | 7,500 | 5,087 | 5,087 | 19,362 CHF | 23,223 CHF | 91.99% | 91.99% |
22/01/2025 | 16.46% | 4.45 CHF | 4.63 CHF | 7,500 | 7,500 | 5,266 | 5,266 | 23,079 CHF | 26,752 CHF | 99.49% | 99.49% |