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 | 3,35% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 132 287 CHF | 45 596 CHF | 99,03% | 99,03% |
21/01/2025 | 3,89% | 0,28 CHF | 0,29 CHF | 450 000 | 150 000 | 536 476 | 178 825 | 134 805 CHF | 46 723 CHF | 98,12% | 98,12% |
20/01/2025 | 4,14% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 141 861 CHF | 49 287 CHF | 99,17% | 99,17% |
17/01/2025 | 4,31% | 0,23 CHF | 0,24 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 136 366 CHF | 47 455 CHF | 99,17% | 99,17% |
16/01/2025 | 4,76% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 123 292 CHF | 43 098 CHF | 99,17% | 99,17% |
15/01/2025 | 5,71% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 667 910 | 222 637 | 113 472 CHF | 40 050 CHF | 99,17% | 99,17% |
13/01/2025 | 6,37% | 0,15 CHF | 0,16 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 114 028 CHF | 40 509 CHF | 98,98% | 98,98% |
10/01/2025 | 5,03% | 0,18 CHF | 0,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 116 305 CHF | 40 769 CHF | 99,37% | 99,37% |
09/01/2025 | 5,12% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 114 214 CHF | 40 071 CHF | 99,16% | 99,16% |
08/01/2025 | 5,01% | 0,19 CHF | 0,20 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 117 111 CHF | 41 037 CHF | 99,17% | 99,17% |