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 | 2.35% | 3.30 CHF | 3.32 CHF | 10,000 | 10,000 | 5,805 | 5,805 | 19,413 CHF | 19,794 CHF | 99.66% | 99.66% |
29/01/2025 | 2.02% | 4.47 CHF | 4.49 CHF | 10,000 | 10,000 | 5,897 | 5,897 | 24,087 CHF | 24,466 CHF | 89.98% | 89.98% |
28/01/2025 | 1.93% | 4.90 CHF | 4.93 CHF | 7,500 | 7,500 | 5,285 | 5,285 | 22,606 CHF | 22,971 CHF | 94.54% | 94.54% |
27/01/2025 | 3.09% | 4.27 CHF | 4.30 CHF | 7,500 | 7,500 | 5,426 | 5,426 | 18,788 CHF | 19,203 CHF | 67.89% | 67.89% |
24/01/2025 | 57.28% | 0.82 CHF | 0.85 CHF | 7,500 | 7,500 | 5,257 | 5,257 | 4,209 CHF | 7,522 CHF | 98.92% | 98.92% |
23/01/2025 | 57.47% | 1.37 CHF | 1.55 CHF | 7,500 | 7,500 | 5,087 | 5,087 | 5,525 CHF | 9,388 CHF | 91.98% | 91.98% |