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 | 8,35% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 103 533 CHF | 37 511 CHF | 99,03% | 99,03% |
21/01/2025 | 7,12% | 0,12 CHF | 0,13 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 122 194 CHF | 43 731 CHF | 98,12% | 98,12% |
20/01/2025 | 6,71% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 896 008 | 298 669 | 129 127 CHF | 46 029 CHF | 99,17% | 99,17% |
17/01/2025 | 6,17% | 0,15 CHF | 0,16 CHF | 900 000 | 300 000 | 767 226 | 255 742 | 120 396 CHF | 42 689 CHF | 99,17% | 99,17% |
16/01/2025 | 5,67% | 0,17 CHF | 0,18 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 128 556 CHF | 45 352 CHF | 99,17% | 99,17% |
15/01/2025 | 4,88% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 652 615 | 217 538 | 130 273 CHF | 45 600 CHF | 99,17% | 99,17% |
13/01/2025 | 4,40% | 0,22 CHF | 0,23 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 133 379 CHF | 46 460 CHF | 98,98% | 98,98% |
10/01/2025 | 5,07% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 144 152 CHF | 50 551 CHF | 99,37% | 99,37% |
09/01/2025 | 4,94% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 148 228 CHF | 51 909 CHF | 99,16% | 99,16% |
08/01/2025 | 5,04% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 746 146 | 248 715 | 144 449 CHF | 50 637 CHF | 99,17% | 99,17% |