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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/01/2025 | 0,87% | 1,13 CHF | 1,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 797 CHF | 86 547 CHF | 99,76% | 99,76% |
21/01/2025 | 0,91% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 82 442 CHF | 83 192 CHF | 99,73% | 99,73% |
20/01/2025 | 0,93% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 80 639 CHF | 81 389 CHF | 99,60% | 99,60% |
17/01/2025 | 0,94% | 1,07 CHF | 1,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 79 472 CHF | 80 222 CHF | 99,84% | 99,84% |
16/01/2025 | 0,97% | 1,03 CHF | 1,04 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 77 058 CHF | 77 808 CHF | 99,67% | 99,67% |
15/01/2025 | 1,02% | 1,01 CHF | 1,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 163 CHF | 73 913 CHF | 100,00% | 100,00% |
13/01/2025 | 1,05% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 791 CHF | 71 541 CHF | 100,00% | 100,00% |
10/01/2025 | 0,99% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 373 CHF | 76 123 CHF | 100,00% | 100,00% |
09/01/2025 | 1,00% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 74 932 CHF | 75 682 CHF | 100,00% | 100,00% |
08/01/2025 | 0,99% | 1,00 CHF | 1,01 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 437 CHF | 76 187 CHF | 100,00% | 100,00% |