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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/01/2025 | 0.31% | 80.68 CHF | 80.93 CHF | 1,200 | 1,200 | 1,205 | 1,205 | 97,352 CHF | 97,653 CHF | 100.00% | 100.00% |
28/01/2025 | 0.38% | 80.68 CHF | 80.93 CHF | 1,200 | 1,200 | 1,200 | 1,200 | 97,021 CHF | 97,395 CHF | 100.00% | 100.00% |
27/01/2025 | 0.31% | 79.68 CHF | 79.93 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 103,223 CHF | 103,547 CHF | 100.00% | 100.00% |
24/01/2025 | 0.31% | 79.08 CHF | 79.33 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 102,772 CHF | 103,096 CHF | 99.87% | 99.87% |
23/01/2025 | 0.31% | 79.08 CHF | 79.33 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 102,995 CHF | 103,318 CHF | 98.86% | 98.86% |
22/01/2025 | 0.31% | 79.28 CHF | 79.53 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 102,757 CHF | 103,081 CHF | 98.27% | 98.27% |
21/01/2025 | 0.32% | 78.28 CHF | 78.53 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 101,031 CHF | 101,354 CHF | 100.00% | 100.00% |
20/01/2025 | 0.52% | 77.00 CHF | 77.40 CHF | 1,300 | 1,300 | 1,300 | 1,300 | 99,917 CHF | 100,437 CHF | 100.00% | 100.00% |
17/01/2025 | 0.52% | 76.60 CHF | 77.00 CHF | 1,300 | 1,300 | 1,357 | 1,357 | 103,664 CHF | 104,207 CHF | 99.53% | 99.53% |