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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/01/2025 | 1,76% | 99,80 % | 100,60 % | 500 000 | 500 000 | 148 394 | 148 394 | 148 462 CHF | 150 133 CHF | 98,74% | 98,74% |
22/01/2025 | 1,46% | 101,30 % | 102,10 % | 500 000 | 500 000 | 148 290 | 148 290 | 150 554 CHF | 152 086 CHF | 99,84% | 99,84% |
21/01/2025 | 1,66% | 101,70 % | 102,70 % | 500 000 | 500 000 | 147 111 | 147 111 | 149 640 CHF | 151 459 CHF | 100,00% | 100,00% |
20/01/2025 | 1,61% | 102,40 % | 103,70 % | 50 000 | 50 000 | 49 027 | 49 027 | 50 056 CHF | 50 856 CHF | 100,00% | 100,00% |
17/01/2025 | 1,48% | 101,70 % | 102,50 % | 500 000 | 500 000 | 148 790 | 148 790 | 151 254 CHF | 152 781 CHF | 98,32% | 98,32% |
16/01/2025 | 1,67% | 101,00 % | 102,00 % | 500 000 | 500 000 | 147 845 | 147 845 | 149 372 CHF | 151 196 CHF | 100,00% | 100,00% |
15/01/2025 | 1,71% | 100,60 % | 101,60 % | 500 000 | 500 000 | 147 068 | 147 068 | 147 877 CHF | 149 694 CHF | 100,00% | 100,00% |
13/01/2025 | 1,52% | 99,10 % | 99,90 % | 500 000 | 500 000 | 148 270 | 148 270 | 146 702 CHF | 148 242 CHF | 100,00% | 100,00% |
10/01/2025 | 1,72% | 99,30 % | 100,30 % | 500 000 | 500 000 | 146 346 | 146 346 | 146 011 CHF | 147 808 CHF | 100,00% | 100,00% |
09/01/2025 | 1,73% | 101,10 % | 102,40 % | 50 000 | 50 000 | 44 886 | 44 886 | 45 157 CHF | 45 906 CHF | 99,20% | 99,20% |