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 | 7,42% | 0,11 CHF | 0,12 CHF | 450 000 | 150 000 | 448 739 | 149 580 | 60 302 CHF | 21 597 CHF | 98,54% | 98,54% |
20/01/2025 | 3,63% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 81 181 CHF | 28 060 CHF | 99,37% | 99,37% |
17/01/2025 | 4,04% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 72 727 CHF | 25 242 CHF | 99,27% | 99,27% |
16/01/2025 | 3,10% | 0,29 CHF | 0,30 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 71 552 CHF | 24 601 CHF | 99,37% | 99,37% |
15/01/2025 | 2,78% | 0,30 CHF | 0,31 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 80 297 CHF | 27 516 CHF | 99,21% | 99,21% |
13/01/2025 | 3,02% | 0,36 CHF | 0,37 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 73 382 CHF | 25 211 CHF | 99,17% | 99,17% |
10/01/2025 | 4,00% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 73 857 CHF | 25 619 CHF | 99,36% | 99,36% |
09/01/2025 | 4,33% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 67 776 CHF | 23 592 CHF | 99,37% | 99,37% |
08/01/2025 | 4,77% | 0,22 CHF | 0,23 CHF | 300 000 | 100 000 | 362 644 | 120 881 | 73 636 CHF | 25 754 CHF | 99,36% | 99,36% |
07/01/2025 | 5,31% | 0,18 CHF | 0,19 CHF | 450 000 | 150 000 | 409 231 | 136 410 | 74 737 CHF | 26 276 CHF | 87,79% | 87,79% |