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 | 0.44% | 166.14 CHF | 166.86 CHF | 700 | 700 | 752 | 752 | 124,161 CHF | 124,704 CHF | 100.00% | 100.00% |
29/01/2025 | 0.61% | 164.50 CHF | 165.50 CHF | 800 | 800 | 800 | 800 | 131,472 CHF | 132,272 CHF | 100.00% | 100.00% |
28/01/2025 | 0.54% | 163.00 CHF | 164.00 CHF | 800 | 800 | 800 | 800 | 130,661 CHF | 131,368 CHF | 100.00% | 100.00% |
27/01/2025 | 0.44% | 162.64 CHF | 163.36 CHF | 800 | 800 | 800 | 800 | 129,760 CHF | 130,338 CHF | 100.00% | 100.00% |
24/01/2025 | 0.44% | 163.14 CHF | 163.86 CHF | 800 | 800 | 800 | 800 | 131,062 CHF | 131,640 CHF | 99.87% | 99.87% |
23/01/2025 | 0.45% | 161.64 CHF | 162.36 CHF | 800 | 800 | 800 | 800 | 128,902 CHF | 129,480 CHF | 98.87% | 98.87% |
22/01/2025 | 0.45% | 160.14 CHF | 160.86 CHF | 800 | 800 | 800 | 800 | 128,041 CHF | 128,620 CHF | 98.27% | 98.27% |
21/01/2025 | 0.45% | 159.64 CHF | 160.36 CHF | 800 | 800 | 800 | 800 | 127,628 CHF | 128,206 CHF | 100.00% | 100.00% |
20/01/2025 | 0.63% | 158.00 CHF | 159.00 CHF | 800 | 800 | 800 | 800 | 126,515 CHF | 127,315 CHF | 100.00% | 100.00% |
17/01/2025 | 0.63% | 158.00 CHF | 159.00 CHF | 800 | 800 | 832 | 832 | 131,797 CHF | 132,629 CHF | 99.53% | 99.53% |