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 | 3,58% | 0,32 CHF | 0,33 CHF | 160 000 | 50 000 | 187 182 | 50 000 | 51 316 CHF | 14 232 CHF | 99,97% | 99,97% |
20/01/2025 | 3,75% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 196 330 | 49 741 | 51 385 CHF | 13 533 CHF | 99,96% | 99,96% |
17/01/2025 | 3,69% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 193 558 | 50 000 | 51 445 CHF | 13 806 CHF | 95,70% | 95,70% |
16/01/2025 | 3,55% | 0,28 CHF | 0,29 CHF | 180 000 | 50 000 | 185 102 | 50 000 | 51 175 CHF | 14 343 CHF | 81,88% | 81,88% |
15/01/2025 | 3,70% | 0,30 CHF | 0,31 CHF | 170 000 | 50 000 | 192 807 | 49 262 | 51 177 CHF | 13 610 CHF | 98,91% | 98,91% |
13/01/2025 | 4,79% | 0,23 CHF | 0,24 CHF | 220 000 | 50 000 | 247 586 | 50 000 | 50 419 CHF | 10 702 CHF | 99,99% | 99,99% |
10/01/2025 | 4,15% | 0,24 CHF | 0,25 CHF | 210 000 | 50 000 | 212 885 | 49 180 | 50 447 CHF | 12 161 CHF | 99,26% | 99,26% |
09/01/2025 | 4,03% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 207 153 | 50 000 | 50 310 CHF | 12 648 CHF | 100,00% | 100,00% |
08/01/2025 | 4,42% | 0,25 CHF | 0,26 CHF | 200 000 | 50 000 | 148 785 | 42 664 | 37 496 CHF | 11 258 CHF | 97,13% | 97,13% |
07/01/2025 | 3,44% | 0,27 CHF | 0,28 CHF | 190 000 | 50 000 | 180 222 | 48 699 | 51 618 CHF | 14 517 CHF | 99,87% | 99,87% |