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 | 0.78% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,677 CHF | 517,677 CHF | 100.00% | 100.00% |
29/01/2025 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,060 CHF | 516,060 CHF | 100.00% | 100.00% |
28/01/2025 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,329 CHF | 509,329 CHF | 100.00% | 100.00% |
27/01/2025 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,576 CHF | 506,576 CHF | 100.00% | 100.00% |
24/01/2025 | 0.97% | 102.00 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,265 CHF | 517,265 CHF | 99.83% | 99.83% |
23/01/2025 | 0.98% | 102.70 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,013 CHF | 515,013 CHF | 99.18% | 99.18% |