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 | 17,73% | 0,05 CHF | 0,06 CHF | 480 000 | 480 000 | 190 544 | 190 544 | 10 025 CHF | 11 945 CHF | 100,00% | 100,00% |
20/01/2025 | 27,72% | 0,05 CHF | 0,07 CHF | 75 000 | 75 000 | 72 850 | 72 850 | 3 967 CHF | 5 196 CHF | 99,99% | 99,99% |
17/01/2025 | 15,01% | 0,06 CHF | 0,07 CHF | 480 000 | 480 000 | 190 275 | 190 275 | 11 794 CHF | 13 705 CHF | 99,82% | 99,82% |
16/01/2025 | 16,82% | 0,06 CHF | 0,07 CHF | 480 000 | 480 000 | 183 724 | 183 724 | 11 534 CHF | 13 436 CHF | 100,00% | 100,00% |
15/01/2025 | 11,84% | 0,07 CHF | 0,08 CHF | 480 000 | 480 000 | 194 809 | 194 809 | 15 289 CHF | 17 248 CHF | 100,00% | 100,00% |
13/01/2025 | 13,83% | 0,09 CHF | 0,10 CHF | 480 000 | 480 000 | 161 452 | 161 452 | 15 075 CHF | 17 037 CHF | 99,99% | 99,99% |
10/01/2025 | 26,32% | 0,09 CHF | 0,10 CHF | 480 000 | 480 000 | 137 469 | 137 469 | 11 716 CHF | 13 576 CHF | 99,94% | 99,94% |
09/01/2025 | 13,91% | 0,08 CHF | 0,09 CHF | 150 000 | 150 000 | 113 393 | 113 393 | 8 832 CHF | 10 051 CHF | 100,00% | 100,00% |
08/01/2025 | 20,92% | 0,08 CHF | 0,09 CHF | 480 000 | 480 000 | 139 431 | 139 431 | 10 908 CHF | 12 856 CHF | 100,00% | 100,00% |
07/01/2025 | 14,65% | 0,07 CHF | 0,08 CHF | 480 000 | 480 000 | 180 900 | 180 900 | 12 243 CHF | 14 055 CHF | 99,54% | 99,54% |