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 | 3,29% | 0,25 CHF | 0,26 CHF | 72 890 | 72 890 | 72 822 | 72 822 | 22 143 CHF | 22 872 CHF | 100,00% | 100,00% |
20/01/2025 | 3,34% | 0,31 CHF | 0,32 CHF | 73 680 | 73 680 | 72 698 | 72 698 | 21 632 CHF | 22 360 CHF | 100,00% | 100,00% |
17/01/2025 | 2,98% | 0,35 CHF | 0,36 CHF | 73 970 | 73 970 | 72 881 | 72 881 | 24 387 CHF | 25 116 CHF | 100,00% | 100,00% |
16/01/2025 | 2,93% | 0,29 CHF | 0,30 CHF | 72 890 | 72 890 | 72 886 | 72 886 | 24 868 CHF | 25 598 CHF | 100,00% | 100,00% |
15/01/2025 | 2,76% | 0,33 CHF | 0,34 CHF | 73 610 | 73 610 | 73 293 | 73 293 | 26 486 CHF | 27 219 CHF | 100,00% | 100,00% |
13/01/2025 | 2,90% | 0,34 CHF | 0,35 CHF | 73 500 | 73 500 | 72 706 | 72 706 | 25 010 CHF | 25 738 CHF | 100,00% | 100,00% |
10/01/2025 | 3,87% | 0,29 CHF | 0,30 CHF | 72 860 | 72 860 | 71 883 | 71 883 | 18 450 CHF | 19 170 CHF | 100,00% | 100,00% |
09/01/2025 | 4,40% | 0,20 CHF | 0,21 CHF | 71 770 | 71 770 | 71 899 | 71 899 | 16 109 CHF | 16 828 CHF | 100,00% | 100,00% |
08/01/2025 | 3,15% | 0,31 CHF | 0,32 CHF | 73 060 | 73 060 | 72 563 | 72 563 | 22 947 CHF | 23 673 CHF | 100,00% | 100,00% |
07/01/2025 | 2,25% | 0,36 CHF | 0,37 CHF | 74 000 | 74 000 | 74 695 | 74 695 | 33 500 CHF | 34 247 CHF | 100,00% | 100,00% |