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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/01/2025 | 5.20% | 0.17 CHF | 0.18 CHF | 168,000 | 168,000 | 166,609 | 166,609 | 31,391 CHF | 33,057 CHF | 99.52% | 99.52% |
16/01/2025 | 4.67% | 0.22 CHF | 0.23 CHF | 166,000 | 166,000 | 165,896 | 165,896 | 34,786 CHF | 36,446 CHF | 100.00% | 100.00% |
15/01/2025 | 4.89% | 0.22 CHF | 0.23 CHF | 166,000 | 166,000 | 166,036 | 166,036 | 33,257 CHF | 34,918 CHF | 99.74% | 99.74% |
13/01/2025 | 4.62% | 0.24 CHF | 0.25 CHF | 164,000 | 164,000 | 165,893 | 165,893 | 35,162 CHF | 36,821 CHF | 100.00% | 100.00% |