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 | 0.80% | 111.72 % | 112.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 279,193 CHF | 281,437 CHF | 100.00% | 100.00% |
29/01/2025 | 0.80% | 109.99 % | 110.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 274,259 CHF | 276,463 CHF | 100.00% | 100.00% |
28/01/2025 | 0.80% | 106.90 % | 107.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 268,390 CHF | 270,544 CHF | 99.86% | 99.86% |
27/01/2025 | 0.80% | 105.84 % | 106.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,448 CHF | 262,540 CHF | 99.69% | 99.69% |
24/01/2025 | 0.80% | 104.63 % | 105.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 263,025 CHF | 265,137 CHF | 99.98% | 99.98% |
23/01/2025 | 0.80% | 104.07 % | 104.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,196 CHF | 261,273 CHF | 99.92% | 99.92% |
22/01/2025 | 0.80% | 102.79 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,762 CHF | 261,850 CHF | 100.00% | 100.00% |
21/01/2025 | 0.80% | 104.12 % | 104.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,904 CHF | 258,964 CHF | 100.00% | 100.00% |
20/01/2025 | 0.80% | 103.22 % | 104.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,495 CHF | 257,549 CHF | 98.46% | 98.46% |
17/01/2025 | 0.80% | 101.48 % | 102.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,220 CHF | 254,247 CHF | 100.00% | 100.00% |