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 | 1.75% | 4.48 CHF | 4.50 CHF | 10,000 | 10,000 | 5,805 | 5,805 | 26,265 CHF | 26,647 CHF | 99.66% | 99.66% |
29/01/2025 | 1.55% | 5.64 CHF | 5.67 CHF | 10,000 | 10,000 | 5,897 | 5,897 | 31,042 CHF | 31,421 CHF | 89.98% | 89.98% |
28/01/2025 | 1.50% | 6.08 CHF | 6.10 CHF | 7,500 | 7,500 | 5,285 | 5,285 | 28,832 CHF | 29,197 CHF | 94.54% | 94.54% |
27/01/2025 | 2.21% | 5.44 CHF | 5.47 CHF | 7,500 | 7,500 | 5,427 | 5,427 | 25,138 CHF | 25,554 CHF | 67.89% | 67.89% |
24/01/2025 | 29.66% | 2.00 CHF | 2.03 CHF | 7,500 | 7,500 | 5,257 | 5,257 | 10,399 CHF | 13,712 CHF | 98.92% | 98.92% |
23/01/2025 | 31.62% | 2.56 CHF | 2.73 CHF | 7,500 | 7,500 | 5,087 | 5,087 | 11,533 CHF | 15,395 CHF | 91.99% | 91.99% |
22/01/2025 | 38.06% | 2.20 CHF | 2.38 CHF | 7,500 | 7,500 | 5,266 | 5,266 | 9,154 CHF | 12,825 CHF | 99.49% | 99.49% |