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 | 0,26% | 3,55 CHF | 3,56 CHF | 130 000 | 130 000 | 51 443 | 51 443 | 196 655 CHF | 197 170 CHF | 96,79% | 96,79% |
28/01/2025 | 0,29% | 3,33 CHF | 3,34 CHF | 140 000 | 140 000 | 54 010 | 54 010 | 183 852 CHF | 184 393 CHF | 99,00% | 99,00% |
27/01/2025 | 0,39% | 3,41 CHF | 3,42 CHF | 140 000 | 140 000 | 50 841 | 50 841 | 192 686 CHF | 193 325 CHF | 96,01% | 96,01% |
24/01/2025 | 0,18% | 5,60 CHF | 5,61 CHF | 110 000 | 110 000 | 42 350 | 42 350 | 241 534 CHF | 241 958 CHF | 99,73% | 99,73% |
23/01/2025 | 0,19% | 5,67 CHF | 5,68 CHF | 110 000 | 110 000 | 43 157 | 43 157 | 240 793 CHF | 241 227 CHF | 99,67% | 99,67% |
22/01/2025 | 0,19% | 5,65 CHF | 5,66 CHF | 110 000 | 110 000 | 43 225 | 43 225 | 243 099 CHF | 243 536 CHF | 99,78% | 99,78% |
21/01/2025 | 0,21% | 5,04 CHF | 5,05 CHF | 120 000 | 120 000 | 47 387 | 47 387 | 237 636 CHF | 238 112 CHF | 100,00% | 100,00% |
20/01/2025 | 0,20% | 5,08 CHF | 5,09 CHF | 36 000 | 36 000 | 29 183 | 29 183 | 146 182 CHF | 146 473 CHF | 99,99% | 99,99% |
17/01/2025 | 0,21% | 4,96 CHF | 4,97 CHF | 120 000 | 120 000 | 47 301 | 47 301 | 227 851 CHF | 228 324 CHF | 99,82% | 99,82% |
16/01/2025 | 0,20% | 4,87 CHF | 4,88 CHF | 120 000 | 120 000 | 46 879 | 46 879 | 232 033 CHF | 232 502 CHF | 99,69% | 99,69% |