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 | 0,58% | 1,66 CHF | 1,67 CHF | 500 000 | 500 000 | 304 290 | 304 290 | 515 963 CHF | 519 005 CHF | 99,66% | 99,66% |
28/01/2025 | 0,64% | 1,65 CHF | 1,66 CHF | 500 000 | 500 000 | 304 330 | 304 330 | 472 358 CHF | 475 401 CHF | 99,68% | 99,68% |
27/01/2025 | 3,28% | 1,38 CHF | 1,39 CHF | 500 000 | 500 000 | 118 131 | 118 131 | 163 963 CHF | 165 975 CHF | 98,52% | 98,52% |
24/01/2025 | 0,59% | 1,68 CHF | 1,69 CHF | 500 000 | 500 000 | 304 327 | 304 327 | 513 102 CHF | 516 145 CHF | 99,67% | 99,67% |
23/01/2025 | 0,61% | 1,64 CHF | 1,65 CHF | 500 000 | 500 000 | 305 194 | 305 194 | 501 962 CHF | 505 014 CHF | 98,04% | 98,04% |
22/01/2025 | 0,66% | 1,61 CHF | 1,62 CHF | 500 000 | 500 000 | 304 744 | 304 744 | 465 703 CHF | 468 750 CHF | 98,90% | 98,90% |
21/01/2025 | 0,70% | 1,38 CHF | 1,39 CHF | 500 000 | 500 000 | 306 339 | 306 339 | 431 354 CHF | 434 418 CHF | 96,08% | 96,08% |
20/01/2025 | 0,70% | 1,43 CHF | 1,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 355 891 CHF | 358 391 CHF | 100,00% | 100,00% |
17/01/2025 | 0,73% | 1,41 CHF | 1,42 CHF | 500 000 | 500 000 | 304 513 | 304 513 | 418 584 CHF | 421 629 CHF | 99,32% | 99,32% |
16/01/2025 | 0,72% | 1,37 CHF | 1,38 CHF | 500 000 | 500 000 | 304 556 | 304 556 | 420 680 CHF | 423 725 CHF | 99,26% | 99,26% |