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 | 1,47% | 0,67 CHF | 0,68 CHF | 160 000 | 160 000 | 160 000 | 159 982 | 107 866 CHF | 109 454 CHF | 100,00% | 100,00% |
20/01/2025 | 1,52% | 0,68 CHF | 0,69 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 104 659 CHF | 106 259 CHF | 100,00% | 100,00% |
17/01/2025 | 1,69% | 0,62 CHF | 0,63 CHF | 160 000 | 160 000 | 159 968 | 159 968 | 94 136 CHF | 95 736 CHF | 100,00% | 100,00% |
16/01/2025 | 1,88% | 0,53 CHF | 0,54 CHF | 170 000 | 170 000 | 169 446 | 169 446 | 89 538 CHF | 91 233 CHF | 100,00% | 100,00% |
15/01/2025 | 2,08% | 0,51 CHF | 0,52 CHF | 170 000 | 170 000 | 170 000 | 169 771 | 81 000 CHF | 82 581 CHF | 100,00% | 100,00% |
13/01/2025 | 2,21% | 0,45 CHF | 0,46 CHF | 167 400 | 170 000 | 169 858 | 170 000 | 75 858 CHF | 77 622 CHF | 100,00% | 100,00% |
10/01/2025 | 1,91% | 0,49 CHF | 0,50 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 88 158 CHF | 89 858 CHF | 100,00% | 100,00% |
09/01/2025 | 1,84% | 0,56 CHF | 0,57 CHF | 160 000 | 160 000 | 165 371 | 165 371 | 89 137 CHF | 90 791 CHF | 100,00% | 100,00% |
08/01/2025 | 2,10% | 0,47 CHF | 0,48 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 80 202 CHF | 81 902 CHF | 100,00% | 100,00% |
07/01/2025 | 2,14% | 0,46 CHF | 0,47 CHF | 170 000 | 170 000 | 170 000 | 170 000 | 78 785 CHF | 80 485 CHF | 100,00% | 100,00% |