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 | 1.25% | 6.29 CHF | 6.32 CHF | 10,000 | 10,000 | 5,805 | 5,805 | 36,803 CHF | 37,183 CHF | 99.66% | 99.66% |
29/01/2025 | 1.15% | 7.46 CHF | 7.49 CHF | 10,000 | 10,000 | 5,897 | 5,897 | 41,738 CHF | 42,116 CHF | 89.98% | 89.98% |
28/01/2025 | 1.12% | 7.89 CHF | 7.92 CHF | 7,500 | 7,500 | 5,285 | 5,285 | 38,407 CHF | 38,771 CHF | 94.54% | 94.54% |
27/01/2025 | 1.55% | 7.24 CHF | 7.27 CHF | 7,500 | 7,500 | 5,427 | 5,427 | 34,904 CHF | 35,320 CHF | 67.89% | 67.89% |
24/01/2025 | 17.04% | 3.81 CHF | 3.84 CHF | 7,500 | 7,500 | 5,257 | 5,257 | 19,919 CHF | 23,230 CHF | 98.92% | 98.92% |
23/01/2025 | 18.69% | 4.37 CHF | 4.55 CHF | 7,500 | 7,500 | 5,087 | 5,087 | 20,770 CHF | 24,632 CHF | 91.99% | 91.99% |
22/01/2025 | 20.22% | 4.02 CHF | 4.19 CHF | 7,500 | 7,500 | 5,266 | 5,266 | 18,690 CHF | 22,363 CHF | 99.49% | 99.49% |