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 | 1.95% | 4.00 CHF | 4.03 CHF | 10,000 | 10,000 | 5,804 | 5,804 | 23,501 CHF | 23,882 CHF | 99.69% | 99.69% |
29/01/2025 | 1.71% | 5.17 CHF | 5.20 CHF | 10,000 | 10,000 | 5,896 | 5,896 | 28,235 CHF | 28,614 CHF | 90.03% | 90.03% |
28/01/2025 | 1.65% | 5.60 CHF | 5.63 CHF | 7,500 | 7,500 | 5,285 | 5,285 | 26,326 CHF | 26,692 CHF | 94.57% | 94.57% |
27/01/2025 | 2.50% | 4.97 CHF | 5.00 CHF | 7,500 | 7,500 | 5,426 | 5,426 | 22,584 CHF | 23,000 CHF | 67.96% | 67.96% |
24/01/2025 | 36.73% | 1.53 CHF | 1.56 CHF | 7,500 | 7,500 | 5,256 | 5,256 | 7,924 CHF | 11,236 CHF | 98.95% | 98.95% |
23/01/2025 | 38.54% | 2.08 CHF | 2.26 CHF | 7,500 | 7,500 | 5,087 | 5,087 | 9,134 CHF | 12,996 CHF | 92.02% | 92.02% |