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 | 0.77% | 103.70 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,718 CHF | 521,718 CHF | 100.00% | 100.00% |
29/01/2025 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,655 CHF | 518,655 CHF | 100.00% | 100.00% |
28/01/2025 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,916 CHF | 514,916 CHF | 100.00% | 100.00% |
27/01/2025 | 0.79% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,142 CHF | 508,142 CHF | 100.00% | 100.00% |
24/01/2025 | 0.97% | 102.10 % | 103.10 % | 500,000 | 500,000 | 497,659 | 499,093 | 511,368 CHF | 517,810 CHF | 99.73% | 99.73% |
23/01/2025 | 0.98% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,598 CHF | 514,598 CHF | 99.20% | 99.20% |