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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/01/2025 | 5,11% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 883 777 | 294 592 | 168 588 CHF | 59 142 CHF | 99,03% | 99,03% |
21/01/2025 | 4,59% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 160 047 CHF | 55 849 CHF | 98,12% | 98,12% |
20/01/2025 | 4,36% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 168 319 CHF | 58 606 CHF | 99,17% | 99,17% |
17/01/2025 | 4,11% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 178 707 CHF | 62 069 CHF | 99,17% | 99,17% |
16/01/2025 | 3,87% | 0,25 CHF | 0,26 CHF | 750 000 | 250 000 | 714 056 | 238 019 | 181 005 CHF | 62 715 CHF | 99,17% | 99,17% |
15/01/2025 | 3,42% | 0,26 CHF | 0,27 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 172 534 CHF | 59 511 CHF | 99,17% | 99,17% |
13/01/2025 | 3,18% | 0,31 CHF | 0,32 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 185 521 CHF | 63 840 CHF | 98,98% | 98,98% |
10/01/2025 | 3,57% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 164 962 CHF | 56 987 CHF | 99,37% | 99,37% |
09/01/2025 | 3,51% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 167 762 CHF | 57 921 CHF | 99,16% | 99,16% |
08/01/2025 | 3,55% | 0,28 CHF | 0,29 CHF | 600 000 | 200 000 | 602 553 | 200 851 | 167 109 CHF | 57 712 CHF | 99,17% | 99,17% |