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 | 0.77% | 103.60 % | 104.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,937 CHF | 521,937 CHF | 99.29% | 99.29% |
28/01/2025 | 0.77% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,708 CHF | 522,708 CHF | 97.39% | 97.39% |
27/01/2025 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,354 CHF | 516,354 CHF | 100.00% | 100.00% |
24/01/2025 | 0.98% | 101.90 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,497 CHF | 514,497 CHF | 99.62% | 99.62% |
23/01/2025 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,020 CHF | 511,020 CHF | 96.30% | 96.30% |