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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/01/2025 | 3.59% | 0.28 CHF | 0.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 137,022 CHF | 142,022 CHF | 100.00% | 100.00% |
20/01/2025 | 3.26% | 0.29 CHF | 0.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 151,226 CHF | 156,226 CHF | 100.00% | 100.00% |
17/01/2025 | 3.00% | 0.32 CHF | 0.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 164,172 CHF | 169,172 CHF | 99.84% | 99.84% |
16/01/2025 | 2.94% | 0.31 CHF | 0.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 167,547 CHF | 172,547 CHF | 100.00% | 100.00% |
15/01/2025 | 3.18% | 0.34 CHF | 0.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 154,769 CHF | 159,769 CHF | 99.88% | 99.88% |
13/01/2025 | 2.66% | 0.38 CHF | 0.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 185,568 CHF | 190,568 CHF | 100.00% | 100.00% |
10/01/2025 | 3.10% | 0.31 CHF | 0.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 160,416 CHF | 165,416 CHF | 99.97% | 99.97% |
09/01/2025 | 4.31% | 0.25 CHF | 0.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 113,643 CHF | 118,643 CHF | 100.00% | 100.00% |
08/01/2025 | 3.88% | 0.23 CHF | 0.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 126,539 CHF | 131,539 CHF | 100.00% | 100.00% |
07/01/2025 | 4.17% | 0.24 CHF | 0.25 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 117,455 CHF | 122,455 CHF | 100.00% | 100.00% |