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 | 4,40% | 0,21 CHF | 0,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 100 042 CHF | 34 848 CHF | 99,03% | 99,03% |
21/01/2025 | 5,43% | 0,20 CHF | 0,21 CHF | 450 000 | 150 000 | 470 061 | 156 687 | 84 152 CHF | 29 617 CHF | 98,12% | 98,12% |
20/01/2025 | 5,92% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 523 032 | 174 344 | 85 509 CHF | 30 246 CHF | 99,17% | 99,17% |
17/01/2025 | 6,27% | 0,16 CHF | 0,17 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 92 845 CHF | 32 948 CHF | 99,17% | 99,17% |
16/01/2025 | 7,24% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 80 029 CHF | 28 676 CHF | 99,17% | 99,17% |
15/01/2025 | 9,50% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 705 814 | 235 271 | 70 882 CHF | 25 980 CHF | 99,17% | 99,17% |
13/01/2025 | 10,92% | 0,09 CHF | 0,10 CHF | 750 000 | 250 000 | 752 663 | 250 888 | 65 341 CHF | 24 289 CHF | 98,98% | 98,98% |
10/01/2025 | 7,64% | 0,11 CHF | 0,12 CHF | 600 000 | 200 000 | 602 295 | 200 765 | 75 929 CHF | 27 317 CHF | 99,37% | 99,37% |
09/01/2025 | 7,84% | 0,12 CHF | 0,13 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 73 586 CHF | 26 529 CHF | 99,16% | 99,16% |
08/01/2025 | 7,43% | 0,13 CHF | 0,14 CHF | 600 000 | 200 000 | 604 832 | 201 611 | 78 776 CHF | 28 275 CHF | 99,17% | 99,17% |