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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/01/2025 | 0,61% | 1,55 CHF | 1,56 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 410 080 CHF | 412 580 CHF | 100,00% | 100,00% |
20/01/2025 | 0,57% | 1,61 CHF | 1,62 CHF | 125 000 | 125 000 | 222 660 | 222 660 | 396 847 CHF | 399 074 CHF | 99,88% | 99,88% |
17/01/2025 | 0,47% | 1,81 CHF | 1,82 CHF | 250 000 | 250 000 | 249 918 | 249 918 | 529 571 CHF | 532 071 CHF | 99,89% | 99,89% |
16/01/2025 | 0,45% | 2,23 CHF | 2,24 CHF | 250 000 | 250 000 | 249 871 | 249 871 | 550 567 CHF | 553 067 CHF | 100,00% | 100,00% |
15/01/2025 | 0,35% | 2,41 CHF | 2,42 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 722 406 CHF | 724 906 CHF | 99,86% | 99,86% |
13/01/2025 | 0,27% | 3,72 CHF | 3,73 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 941 759 CHF | 944 259 CHF | 100,00% | 100,00% |
10/01/2025 | 0,35% | 3,43 CHF | 3,44 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 717 001 CHF | 719 501 CHF | 99,62% | 99,62% |
09/01/2025 | 0,37% | 2,71 CHF | 2,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 667 261 CHF | 669 761 CHF | 77,93% | 77,93% |
08/01/2025 | 0,38% | 2,69 CHF | 2,70 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 656 010 CHF | 658 510 CHF | 100,00% | 100,00% |
07/01/2025 | 0,50% | 2,29 CHF | 2,30 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 502 686 CHF | 505 186 CHF | 99,86% | 99,86% |