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 | 3,32% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 174 936 | 100 000 | 51 770 CHF | 30 661 CHF | 99,88% | 99,88% |
28/01/2025 | 3,42% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 178 893 | 100 000 | 51 472 CHF | 29 850 CHF | 99,59% | 99,59% |
27/01/2025 | 5,97% | 0,23 CHF | 0,24 CHF | 220 000 | 100 000 | 313 015 | 100 000 | 50 781 CHF | 17 674 CHF | 97,77% | 97,77% |
24/01/2025 | 6,88% | 0,13 CHF | 0,14 CHF | 390 000 | 100 000 | 360 660 | 100 000 | 50 646 CHF | 15 081 CHF | 95,91% | 95,91% |
23/01/2025 | 8,84% | 0,12 CHF | 0,13 CHF | 420 000 | 100 000 | 465 940 | 100 000 | 50 399 CHF | 11 852 CHF | 98,86% | 98,86% |
22/01/2025 | 8,87% | 0,10 CHF | 0,11 CHF | 500 000 | 100 000 | 467 563 | 100 000 | 50 407 CHF | 11 811 CHF | 100,00% | 100,00% |
21/01/2025 | 13,42% | 0,08 CHF | 0,09 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 34 927 CHF | 15 971 CHF | 97,80% | 97,80% |
20/01/2025 | 15,16% | 0,07 CHF | 0,08 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 30 851 CHF | 14 341 CHF | 95,06% | 95,06% |
17/01/2025 | 18,26% | 0,05 CHF | 0,06 CHF | 500 000 | 200 000 | 500 000 | 200 000 | 24 909 CHF | 11 964 CHF | 100,00% | 100,00% |
16/01/2025 | 33,49% | 0,04 CHF | 0,05 CHF | 500 000 | 200 000 | 493 595 | 200 000 | 17 355 CHF | 9 756 CHF | 98,89% | 98,89% |